+528.8%
APP vs LBRT
+18.5%
+510.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.1% | -3.3% | +4.0% |
| 7D | +79.2% | -11.9% | +91.1% | +80.7% |
| 30D | +48.0% | -31.9% | +79.9% | +53.8% |
| 3M | +18.2% | -34.9% | +53.1% | +23.0% |
| 6M | -12.5% | -60.7% | +48.2% | -3.3% |
| YTD | -39.2% | -29.2% | -9.9% | -39.4% |
| 1Y | -33.9% | -23.6% | -10.2% | -34.9% |
| 3Y | +933.3% | -26.8% | +960.1% | +882.9% |
| 5Y | +295.9% | +16.3% | +279.5% | +253.8% |
| All | +528.8% | +18.5% | +510.3% | +422.9% |
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