+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 all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.2% |
| 7D | +2.4% | +8.3% | -5.9% | +1.0% |
| 30D | +1.4% | +6.1% | -4.7% | +0.5% |
| 3M | -8.2% | -34.8% | +26.5% | -2.2% |
| 6M | +127.0% | -24.8% | +151.9% | +135.5% |
| YTD | +209.1% | +12.2% | +196.9% | +201.0% |
| 1Y | +365.4% | +94.0% | +271.4% | +316.3% |
| 3Y | +1,135.4% | +31.3% | +1,104.1% | +1,039.0% |
| 5Y | +991.5% | +111.8% | +879.7% | +815.4% |
| All | +2,286.4% | +33.5% | +2,253.0% | +1,801.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling