+17.1%
APA vs LBRT
+33.5%
-16.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.7% |
| 7D | +0.5% | +8.3% | -7.7% | -3.6% |
| 30D | +23.4% | +6.1% | +17.3% | +19.1% |
| 3M | +12.7% | -34.8% | +47.5% | +35.6% |
| 6M | +39.4% | -24.8% | +64.2% | +53.8% |
| YTD | +79.0% | +12.2% | +66.7% | +55.5% |
| 1Y | +88.8% | +94.0% | -5.2% | +14.3% |
| 3Y | +6.4% | +31.3% | -24.9% | -23.6% |
| 5Y | +153.0% | +111.8% | +41.2% | +36.4% |
| All | +17.1% | +33.5% | -16.4% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling