-22.5%
LBRT vs GAP
-9.7%
-12.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.1% | +9.5% | +6.8% |
| 7D | -29.1% | -3.8% | -25.4% | -28.5% |
| 30D | -38.4% | -9.0% | -29.4% | -36.8% |
| 3M | -40.1% | +5.5% | -45.5% | -42.1% |
| 6M | -62.9% | -11.1% | -51.8% | -62.5% |
| YTD | -34.5% | -13.6% | -21.0% | -34.3% |
| 1Y | -30.2% | -2.9% | -27.4% | -33.3% |
| 3Y | -37.5% | +69.6% | -107.1% | -56.2% |
| 5Y | +7.6% | +5.4% | +2.2% | -17.0% |
| All | -22.5% | -9.7% | -12.7% | -48.5% |
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