-15.3%
LBRT vs TAP
-38.9%
+23.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.2% | -0.4% |
| 7D | +9.2% | +1.3% | +7.9% | +8.5% |
| 30D | -27.5% | +5.7% | -33.2% | -30.8% |
| 3M | -37.9% | -1.9% | -36.0% | -38.9% |
| 6M | -60.7% | +0.9% | -61.6% | -62.3% |
| YTD | -28.5% | -9.5% | -19.0% | -28.6% |
| 1Y | -13.2% | -9.0% | -4.3% | -14.1% |
| 3Y | -28.8% | -22.2% | -6.5% | -25.4% |
| 5Y | +28.0% | +1.2% | +26.7% | +5.4% |
| All | -15.3% | -38.9% | +23.6% | -18.1% |
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