-21.5%
LBRT vs TAP
+4.4%
-25.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +3.0% | -14.2% | -9.7% |
| 7D | -25.3% | +9.9% | -35.3% | -21.4% |
| 30D | -32.9% | +18.1% | -51.0% | -27.6% |
| 3M | -33.3% | +3.2% | -36.5% | -30.6% |
| 6M | -61.0% | +8.4% | -69.4% | -58.5% |
| YTD | -28.0% | -4.4% | -23.6% | -25.4% |
| 1Y | -21.5% | +3.2% | -24.7% | -18.5% |
| All | -21.5% | +4.4% | -25.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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