+120.6%
APD vs LBRT
-22.5%
+143.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.4% | -6.9% | -2.1% |
| 7D | -3.7% | -29.1% | +25.5% | -0.3% |
| 30D | +9.6% | -38.4% | +48.0% | +14.9% |
| 3M | +1.6% | -40.1% | +41.7% | +6.6% |
| 6M | +2.2% | -62.9% | +65.1% | +12.3% |
| YTD | +25.9% | -34.5% | +60.4% | +28.6% |
| 1Y | +20.1% | -30.2% | +50.3% | +21.6% |
| 3Y | +12.4% | -37.5% | +49.9% | +11.5% |
| 5Y | +11.1% | +7.6% | +3.5% | +0.5% |
| All | +120.6% | -22.5% | +143.1% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling