-26.9%
STZ vs LBRT
+8.5%
-35.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -11.2% | +16.5% | +5.7% |
| 7D | +13.0% | -25.3% | +38.3% | +14.0% |
| 30D | +29.4% | -32.9% | +62.3% | +31.1% |
| 3M | +11.6% | -33.3% | +44.9% | +12.9% |
| 6M | -0.2% | -61.0% | +60.7% | +3.6% |
| YTD | +8.6% | -28.0% | +36.6% | +7.9% |
| 1Y | +15.9% | -21.5% | +37.4% | +14.5% |
| 3Y | -35.4% | -31.5% | -4.0% | -37.4% |
| 5Y | -26.9% | +12.3% | -39.2% | -32.2% |
| All | -26.9% | +8.5% | -35.4% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling