-35.8%
STZ vs LBRT
-41.2%
+5.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.7% | +13.0% | -0.6% |
| 7D | +11.8% | -34.8% | +46.6% | +12.0% |
| 30D | +26.0% | -43.6% | +69.6% | +26.6% |
| 3M | +11.5% | -41.2% | +52.8% | +11.8% |
| 6M | -2.0% | -66.1% | +64.1% | +0.1% |
| YTD | +7.9% | -37.9% | +45.7% | +6.4% |
| 1Y | +13.9% | -33.9% | +47.8% | +11.9% |
| All | -35.8% | -41.2% | +5.3% | -39.2% |
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