+192.2%
APLD vs LBRT
-27.6%
+219.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -13.7% | -1.0% | -8.6% |
| 7D | -27.0% | -34.8% | +7.8% | -11.5% |
| 30D | -44.1% | -43.6% | -0.5% | -27.8% |
| 3M | -52.6% | -41.2% | -11.3% | -40.1% |
| 6M | -64.5% | -66.1% | +1.6% | -44.7% |
| YTD | -42.2% | -37.9% | -4.3% | -31.6% |
| 1Y | -57.2% | -33.9% | -23.3% | -50.5% |
| 3Y | +159.5% | -40.9% | +200.4% | +191.5% |
| All | +192.2% | -27.6% | +219.8% | +198.2% |
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 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