-56.4%
APTV vs LBRT
-16.4%
-40.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.2% |
| 7D | -8.9% | -1.9% | -7.0% | -8.7% |
| 30D | -9.5% | -32.0% | +22.5% | -2.3% |
| 3M | -20.6% | -39.7% | +19.1% | -12.2% |
| 6M | -28.9% | -61.1% | +32.2% | -14.1% |
| YTD | -48.2% | -29.4% | -18.8% | -46.8% |
| 1Y | -51.7% | -24.5% | -27.2% | -51.4% |
| 3Y | -48.1% | -28.1% | -20.0% | -50.2% |
| 5Y | -76.7% | +23.9% | -100.6% | -81.6% |
| All | -56.4% | -16.4% | -40.0% | -73.3% |
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