-21.5%
LBRT vs GAP
+10.4%
-31.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +8.0% | -19.2% | -10.9% |
| 7D | -25.3% | +8.0% | -33.3% | -25.1% |
| 30D | -32.9% | +2.7% | -35.6% | -32.6% |
| 3M | -33.3% | +16.0% | -49.4% | -33.4% |
| 6M | -61.0% | +2.0% | -63.0% | -61.0% |
| YTD | -28.0% | -4.4% | -23.6% | -27.4% |
| 1Y | -21.5% | +9.2% | -30.7% | -21.7% |
| All | -21.5% | +10.4% | -31.9% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling