+268.0%
APH vs LBRT
+1.0%
+267.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.7% | +4.4% | -6.8% |
| 7D | -12.7% | -34.8% | +22.1% | -6.0% |
| 30D | -19.2% | -43.6% | +24.4% | -10.8% |
| 3M | -16.7% | -41.2% | +24.6% | -8.8% |
| 6M | +5.1% | -66.1% | +71.2% | +24.7% |
| YTD | +6.6% | -37.9% | +44.4% | +13.1% |
| 1Y | +3.9% | -33.9% | +37.8% | +9.1% |
| 3Y | +246.0% | -40.9% | +286.9% | +257.7% |
| 5Y | +268.0% | +2.1% | +265.9% | +250.4% |
| All | +268.0% | +1.0% | +267.0% | +250.4% |
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