+94.0%
LBRT vs GAP
+1.5%
+92.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | +8.3% | -4.5% | +12.7% | +8.9% |
| 30D | +6.1% | +9.0% | -2.9% | +4.4% |
| 3M | -34.8% | +5.0% | -39.8% | -35.4% |
| 6M | -24.8% | -17.8% | -7.0% | -21.7% |
| YTD | +12.2% | -10.4% | +22.6% | +11.7% |
| 1Y | +94.0% | -3.4% | +97.4% | +65.1% |
| All | +94.0% | +1.5% | +92.5% | +65.1% |
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