+527.5%
APP vs LBRT
+19.7%
+507.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.8% |
| 7D | +4.6% | +9.2% | -4.6% | +3.7% |
| 30D | +56.0% | -27.5% | +83.6% | +60.9% |
| 3M | +30.8% | -37.9% | +68.7% | +37.1% |
| 6M | -9.8% | -60.7% | +50.9% | -0.2% |
| YTD | -39.3% | -28.5% | -10.8% | -39.6% |
| 1Y | -26.4% | -13.2% | -13.2% | -28.9% |
| 3Y | +887.9% | -28.8% | +916.7% | +842.8% |
| 5Y | +264.1% | +28.0% | +236.1% | +222.3% |
| All | +527.5% | +19.7% | +507.7% | +421.3% |
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