+98.6%
APA vs LBRT
-18.0%
+116.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +9.6% | +13.8% | -4.2% | +6.4% |
| 30D | -0.2% | -32.4% | +32.2% | +7.8% |
| 3M | +19.8% | -39.9% | +59.7% | +32.1% |
| 6M | +30.1% | -60.8% | +90.9% | +57.2% |
| YTD | +100.4% | -29.3% | +129.7% | +112.1% |
| All | +98.6% | -18.0% | +116.6% | +104.1% |
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