-19.0%
LBRT vs TAP
-40.2%
+21.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.6% |
| 7D | -15.7% | -4.5% | -11.2% | -14.1% |
| 30D | -34.3% | +7.5% | -41.7% | -37.8% |
| 3M | -40.6% | -4.9% | -35.7% | -40.7% |
| 6M | -62.0% | -3.5% | -58.5% | -62.7% |
| YTD | -31.6% | -11.4% | -20.2% | -31.0% |
| 1Y | -25.8% | -10.8% | -15.0% | -25.8% |
| 3Y | -30.4% | -24.5% | -5.9% | -25.9% |
| 5Y | +18.7% | +2.5% | +16.2% | -3.8% |
| All | -19.0% | -40.2% | +21.2% | -20.8% |
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