+5.8%
APA vs LBRT
+26.0%
-20.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.8% |
| 7D | +0.5% | +8.7% | -8.2% | -2.9% |
| 30D | +23.4% | +6.6% | +16.8% | +19.7% |
| 3M | +12.7% | -34.5% | +47.2% | +31.6% |
| 6M | +39.4% | -24.5% | +63.9% | +51.4% |
| YTD | +79.0% | +12.7% | +66.2% | +57.8% |
| 1Y | +88.8% | +94.8% | -6.0% | +17.3% |
| All | +5.8% | +26.0% | -20.2% | -22.0% |
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 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