+190.1%
APLD vs LBRT
-38.0%
+228.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.4% | +4.4% | +7.6% |
| 7D | -12.7% | -29.1% | +16.4% | 0.0% |
| 30D | -34.7% | -38.4% | +3.7% | -21.1% |
| 3M | -46.1% | -40.1% | -6.1% | -34.4% |
| 6M | -64.9% | -62.9% | -2.0% | -50.5% |
| YTD | -36.6% | -34.5% | -2.1% | -27.3% |
| 1Y | -50.0% | -30.2% | -19.8% | -43.7% |
| 3Y | +190.1% | -37.5% | +227.6% | +221.6% |
| All | +190.1% | -38.0% | +228.1% | +221.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling