+500.0%
APP vs LBRT
+9.6%
+490.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.4% | +4.5% | +9.3% |
| 7D | +71.2% | -29.1% | +100.4% | +76.8% |
| 30D | +39.1% | -38.4% | +77.5% | +46.0% |
| 3M | +16.5% | -40.1% | +56.6% | +22.2% |
| 6M | -16.6% | -62.9% | +46.3% | -7.4% |
| YTD | -41.9% | -34.5% | -7.4% | -41.7% |
| 1Y | -37.0% | -30.2% | -6.8% | -37.4% |
| 3Y | +892.4% | -37.5% | +929.9% | +859.1% |
| 5Y | +297.3% | +7.6% | +289.7% | +257.8% |
| All | +500.0% | +9.6% | +490.4% | +402.8% |
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