+48.1%
APA vs LBRT
-27.1%
+75.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.2% |
| 7D | +8.5% | +9.2% | -0.7% | +4.7% |
| 30D | +2.8% | -27.5% | +30.3% | +15.1% |
| 3M | +21.7% | -37.9% | +59.6% | +43.7% |
| 6M | +32.6% | -60.7% | +93.3% | +85.9% |
| YTD | +103.7% | -28.5% | +132.2% | +111.4% |
| 1Y | +101.8% | -13.2% | +115.0% | +89.1% |
| 3Y | +48.1% | -28.8% | +76.8% | +38.5% |
| All | +48.1% | -27.1% | +75.1% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling