+673.8%
STX vs LBRT
-27.1%
+700.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.4% |
| 7D | +14.6% | +9.2% | +5.4% | +11.7% |
| 30D | -26.0% | -27.5% | +1.6% | -18.6% |
| 3M | -42.6% | -37.9% | -4.7% | -34.4% |
| 6M | -35.3% | -60.7% | +25.4% | -17.9% |
| YTD | +92.5% | -28.5% | +121.0% | +108.0% |
| 1Y | +102.4% | -13.2% | +115.6% | +108.5% |
| 3Y | +673.8% | -28.8% | +702.6% | +705.0% |
| All | +673.8% | -27.1% | +700.9% | +705.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling