+446.2%
APP vs LBRT
+4.0%
+442.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -13.7% | +44.7% | +32.3% |
| 7D | +39.7% | -34.8% | +74.5% | +45.6% |
| 30D | +27.7% | -43.6% | +71.3% | +35.4% |
| 3M | -14.8% | -41.2% | +26.5% | -10.7% |
| 6M | -25.5% | -66.1% | +40.6% | -16.5% |
| YTD | -47.2% | -37.9% | -9.3% | -46.7% |
| 1Y | -42.3% | -33.9% | -8.4% | -42.4% |
| 3Y | +806.8% | -40.9% | +847.7% | +780.8% |
| 5Y | +261.6% | +2.1% | +259.5% | +227.2% |
| All | +446.2% | +4.0% | +442.1% | +359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling