-22.5%
LBRT vs TAP
-39.7%
+17.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.5% | +9.9% | +7.5% |
| 7D | -29.1% | +0.5% | -29.7% | -30.1% |
| 30D | -38.4% | +9.1% | -47.5% | -42.2% |
| 3M | -40.1% | -3.8% | -36.3% | -40.5% |
| 6M | -62.9% | -3.4% | -59.5% | -63.6% |
| YTD | -34.5% | -10.6% | -23.9% | -34.2% |
| 1Y | -30.2% | -4.4% | -25.8% | -33.1% |
| 3Y | -37.5% | -24.4% | -13.1% | -33.3% |
| 5Y | +7.6% | +2.1% | +5.5% | -12.3% |
| All | -22.5% | -39.7% | +17.2% | -24.5% |
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 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