+22.5%
APA vs LBRT
-16.2%
+38.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.1% | -8.3% | -4.3% |
| 7D | -8.7% | -11.9% | +3.2% | -3.6% |
| 30D | -2.4% | -31.9% | +29.5% | +16.5% |
| 3M | +19.0% | -34.9% | +53.9% | +43.6% |
| 6M | +26.8% | -60.7% | +87.5% | +92.1% |
| YTD | +87.3% | -29.2% | +116.6% | +100.9% |
| 1Y | +92.3% | -23.6% | +115.9% | +95.7% |
| 3Y | +37.3% | -26.8% | +64.1% | +31.0% |
| 5Y | +73.2% | +16.3% | +56.9% | +25.1% |
| All | +22.5% | -16.2% | +38.7% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling