+107.2%
APA vs LBRT
-25.0%
+132.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -11.2% | +4.3% | -4.4% |
| 7D | -13.0% | -25.3% | +12.4% | -7.5% |
| 30D | +2.0% | -32.9% | +34.8% | +10.4% |
| 3M | +24.9% | -33.3% | +58.2% | +34.8% |
| 6M | +7.2% | -61.0% | +68.1% | +28.8% |
| YTD | +87.1% | -28.0% | +115.1% | +102.5% |
| 1Y | +107.2% | -21.5% | +128.7% | +123.2% |
| All | +107.2% | -25.0% | +132.2% | +123.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling