+22.8%
APA vs LBRT
-22.5%
+45.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.7% | -0.1% |
| 7D | -15.5% | -29.1% | +13.6% | -0.1% |
| 30D | +2.4% | -38.4% | +40.8% | +28.9% |
| 3M | +22.8% | -40.1% | +62.8% | +55.1% |
| 6M | +17.9% | -62.9% | +80.8% | +84.4% |
| YTD | +87.7% | -34.5% | +122.2% | +110.0% |
| 1Y | +94.2% | -30.2% | +124.4% | +107.6% |
| 3Y | +27.2% | -37.5% | +64.7% | +32.2% |
| 5Y | +74.1% | +7.6% | +66.5% | +31.3% |
| All | +22.8% | -22.5% | +45.2% | -22.7% |
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 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