+27.2%
APA vs LBRT
-38.0%
+65.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.7% | +0.5% |
| 7D | -15.5% | -29.1% | +13.6% | -3.8% |
| 30D | +2.4% | -38.4% | +40.8% | +22.4% |
| 3M | +22.8% | -40.1% | +62.8% | +47.2% |
| 6M | +17.9% | -62.9% | +80.8% | +69.1% |
| YTD | +87.7% | -34.5% | +122.2% | +102.1% |
| 1Y | +94.2% | -30.2% | +124.4% | +100.7% |
| 3Y | +27.2% | -37.5% | +64.7% | +26.3% |
| All | +27.2% | -38.0% | +65.2% | +26.3% |
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