+2,286.4%
STX vs LBRT
+33.5%
+2,253.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.9% | +6.1% |
| 7D | +2.4% | +8.7% | -6.4% | +0.9% |
| 30D | +1.4% | +6.6% | -5.2% | +0.4% |
| 3M | -8.2% | -34.5% | +26.3% | -2.3% |
| 6M | +127.0% | -24.5% | +151.5% | +135.3% |
| YTD | +209.1% | +12.7% | +196.4% | +200.8% |
| 1Y | +365.4% | +94.8% | +270.6% | +316.0% |
| 3Y | +1,135.4% | +31.9% | +1,103.5% | +1,038.2% |
| 5Y | +991.5% | +111.8% | +879.7% | +815.2% |
| All | +2,286.4% | +33.5% | +2,253.0% | +1,801.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling