-47.0%
APTV vs LBRT
+33.5%
-80.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +2.8% |
| 7D | +4.8% | +8.3% | -3.4% | +2.8% |
| 30D | +2.0% | +6.1% | -4.1% | +0.3% |
| 3M | -34.2% | -34.8% | +0.5% | -28.3% |
| 6M | -34.7% | -24.8% | -9.8% | -31.9% |
| YTD | -37.0% | +12.2% | -49.2% | -40.9% |
| 1Y | -40.4% | +94.0% | -134.4% | -52.4% |
| 3Y | -54.1% | +31.3% | -85.4% | -61.5% |
| 5Y | -68.0% | +111.8% | -179.8% | -77.6% |
| All | -47.0% | +33.5% | -80.5% | -70.4% |
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