+38.7%
LBRT vs GAP
-6.7%
+45.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.2% | +4.0% |
| 7D | +6.9% | +1.7% | +5.2% | +6.3% |
| 30D | +7.8% | +9.3% | -1.5% | +3.8% |
| 3M | -25.3% | +6.1% | -31.4% | -27.5% |
| 6M | -19.6% | -2.3% | -17.3% | -21.5% |
| YTD | +17.2% | -10.6% | +27.8% | +17.3% |
| 1Y | +114.1% | -4.4% | +118.5% | +108.2% |
| 3Y | +27.0% | +118.3% | -91.3% | -19.5% |
| 5Y | +128.3% | +12.2% | +116.1% | +73.1% |
| All | +38.7% | -6.7% | +45.4% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling