-32.1%
STZ vs LBRT
+33.5%
-65.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -1.9% | +8.3% | -10.2% | -2.7% |
| 30D | -1.9% | +6.1% | -8.0% | -2.6% |
| 3M | -6.2% | -34.8% | +28.5% | -2.8% |
| 6M | -14.0% | -24.8% | +10.8% | -12.5% |
| YTD | -5.1% | +12.2% | -17.3% | -7.9% |
| 1Y | -9.6% | +94.0% | -103.5% | -18.0% |
| 3Y | -47.2% | +31.3% | -78.5% | -51.5% |
| 5Y | -33.6% | +111.8% | -145.4% | -44.5% |
| All | -32.1% | +33.5% | -65.6% | -50.7% |
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