+85.4%
APA vs LBRT
+22.2%
+63.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +2.0% |
| 7D | +5.1% | -1.9% | +7.0% | +5.1% |
| 30D | +0.3% | -32.0% | +32.3% | +19.4% |
| 3M | +15.6% | -39.7% | +55.3% | +44.6% |
| 6M | +28.9% | -61.1% | +90.0% | +96.8% |
| YTD | +96.6% | -29.4% | +125.9% | +107.5% |
| 1Y | +95.5% | -24.5% | +120.0% | +96.0% |
| 3Y | +41.8% | -28.1% | +69.9% | +31.0% |
| 5Y | +85.4% | +23.9% | +61.5% | +13.7% |
| All | +85.4% | +22.2% | +63.2% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling