-16.2%
LBRT vs TAP
-40.4%
+24.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.2% | +9.3% | +8.7% |
| 7D | -11.9% | -7.8% | -4.1% | -8.8% |
| 30D | -31.9% | +7.1% | -39.1% | -35.5% |
| 3M | -34.9% | -7.0% | -27.8% | -34.2% |
| 6M | -60.7% | -3.8% | -56.9% | -61.3% |
| YTD | -29.2% | -11.7% | -17.5% | -28.5% |
| 1Y | -23.6% | -10.1% | -13.5% | -24.0% |
| 3Y | -26.8% | -23.7% | -3.1% | -22.7% |
| 5Y | +16.3% | +2.9% | +13.4% | -6.1% |
| All | -16.2% | -40.4% | +24.2% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling