+635.3%
STX vs LBRT
-30.4%
+665.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.2% |
| 7D | -17.3% | -15.7% | -1.6% | -12.7% |
| 30D | -35.9% | -34.3% | -1.7% | -27.6% |
| 3M | -37.3% | -40.6% | +3.3% | -27.4% |
| 6M | -35.8% | -62.0% | +26.2% | -17.7% |
| YTD | +82.7% | -31.6% | +114.4% | +100.1% |
| 1Y | +71.6% | -25.8% | +97.4% | +84.1% |
| 3Y | +635.3% | -30.4% | +665.6% | +672.9% |
| All | +635.3% | -30.4% | +665.6% | +672.9% |
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