-28.4%
STZ vs LBRT
+1.0%
-29.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.7% | +13.0% | -0.2% |
| 7D | +11.8% | -34.8% | +46.6% | +13.2% |
| 30D | +26.0% | -43.6% | +69.6% | +28.4% |
| 3M | +11.5% | -41.2% | +52.8% | +13.2% |
| 6M | -2.0% | -66.1% | +64.1% | +2.2% |
| YTD | +7.9% | -37.9% | +45.7% | +7.7% |
| 1Y | +13.9% | -33.9% | +47.8% | +13.2% |
| 3Y | -35.8% | -40.9% | +5.0% | -37.5% |
| 5Y | -28.4% | +2.1% | -30.5% | -32.8% |
| All | -28.4% | +1.0% | -29.4% | -32.8% |
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 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