+243.9%
APLD vs LBRT
-20.4%
+264.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +1.3% |
| 7D | -6.3% | -15.7% | +9.3% | +1.4% |
| 30D | -29.6% | -34.3% | +4.7% | -14.9% |
| 3M | -42.6% | -40.6% | -2.0% | -27.8% |
| 6M | -59.6% | -62.0% | +2.4% | -39.9% |
| YTD | -32.0% | -31.6% | -0.4% | -22.8% |
| 1Y | -46.9% | -25.8% | -21.2% | -41.6% |
| 3Y | +255.7% | -30.4% | +286.0% | +268.8% |
| All | +243.9% | -20.4% | +264.3% | +236.6% |
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