-56.2%
APTV vs LBRT
-19.0%
-37.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.6% | -0.1% |
| 7D | -4.3% | -15.7% | +11.4% | -1.0% |
| 30D | -9.7% | -34.3% | +24.6% | -1.7% |
| 3M | -20.6% | -40.6% | +20.1% | -11.9% |
| 6M | -31.7% | -62.0% | +30.3% | -17.1% |
| YTD | -48.0% | -31.6% | -16.4% | -46.2% |
| 1Y | -52.1% | -25.8% | -26.3% | -51.6% |
| 3Y | -47.9% | -30.4% | -17.5% | -49.7% |
| 5Y | -76.9% | +18.7% | -95.6% | -81.6% |
| All | -56.2% | -19.0% | -37.2% | -73.0% |
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