+803.3%
APP vs LBRT
-41.2%
+844.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -13.7% | +44.7% | +32.2% |
| 7D | +39.7% | -34.8% | +74.5% | +45.9% |
| 30D | +27.7% | -43.6% | +71.3% | +35.9% |
| 3M | -14.8% | -41.2% | +26.5% | -10.5% |
| 6M | -25.5% | -66.1% | +40.6% | -14.8% |
| YTD | -47.2% | -37.9% | -9.3% | -47.9% |
| 1Y | -42.3% | -33.9% | -8.4% | -43.9% |
| All | +803.3% | -41.2% | +844.5% | +736.5% |
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