+33.5%
LBRT vs GAP
-6.4%
+39.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +8.7% | -4.5% | +13.2% | +10.3% |
| 30D | +6.6% | +9.0% | -2.4% | +2.7% |
| 3M | -34.5% | +5.0% | -39.5% | -36.2% |
| 6M | -24.5% | -17.8% | -6.7% | -21.8% |
| YTD | +12.7% | -10.4% | +23.1% | +12.8% |
| 1Y | +94.8% | -3.4% | +98.2% | +88.7% |
| 3Y | +31.9% | +111.5% | -79.6% | -15.4% |
| 5Y | +111.8% | +8.8% | +103.0% | +63.1% |
| All | +33.5% | -6.4% | +39.9% | -11.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling