+612.8%
APH vs LBRT
-22.5%
+635.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.4% | -1.3% | +3.2% |
| 7D | -5.9% | -29.1% | +23.2% | -0.8% |
| 30D | -14.8% | -38.4% | +23.6% | -8.1% |
| 3M | -12.4% | -40.1% | +27.6% | -5.3% |
| 6M | +8.1% | -62.9% | +71.0% | +24.5% |
| YTD | +10.9% | -34.5% | +45.5% | +16.4% |
| 1Y | +8.8% | -30.2% | +39.0% | +12.9% |
| 3Y | +262.1% | -37.5% | +299.5% | +269.2% |
| 5Y | +283.1% | +7.6% | +275.5% | +248.5% |
| All | +612.8% | -22.5% | +635.2% | +456.2% |
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