+653.5%
APP vs LBRT
+25.4%
+628.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | +0.9% | +8.3% | -7.4% | -0.4% |
| 30D | -23.3% | +6.1% | -29.4% | -24.3% |
| 3M | -42.6% | -34.8% | -7.9% | -39.0% |
| 6M | -33.6% | -24.8% | -8.8% | -32.5% |
| YTD | -52.4% | +12.2% | -64.7% | -55.8% |
| 1Y | -35.9% | +94.0% | -129.9% | -48.1% |
| All | +653.5% | +25.4% | +628.1% | +549.5% |
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