+279.5%
APH vs LBRT
+33.5%
+246.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.5% | -52.3% | -48.5% |
| 7D | -48.7% | +6.9% | -55.6% | -49.5% |
| 30D | -51.9% | +6.1% | -58.1% | -52.7% |
| 3M | -43.6% | -34.8% | -8.8% | -40.6% |
| 6M | -37.5% | -24.8% | -12.7% | -36.2% |
| YTD | -38.6% | +12.2% | -50.9% | -41.1% |
| 1Y | -26.3% | +94.0% | -120.3% | -35.6% |
| 3Y | +89.2% | +31.3% | +57.9% | +71.0% |
| 5Y | +119.8% | +111.8% | +8.0% | +78.4% |
| All | +279.5% | +33.5% | +246.0% | +170.7% |
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 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