+114.1%
LBRT vs GAP
-3.2%
+117.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.2% | +4.0% |
| 7D | +6.9% | +1.7% | +5.2% | +6.7% |
| 30D | +7.8% | +9.3% | -1.5% | +6.0% |
| 3M | -25.3% | +6.1% | -31.4% | -26.2% |
| 6M | -19.6% | -2.3% | -17.3% | -21.9% |
| YTD | +17.2% | -10.6% | +27.8% | +16.7% |
| 1Y | +114.1% | -4.4% | +118.5% | +84.4% |
| All | +114.1% | -3.2% | +117.3% | +84.4% |
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