-23.2%
LBRT vs TAP
-10.2%
-13.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.2% | +9.3% | +7.5% |
| 7D | -11.9% | -7.8% | -4.1% | -15.1% |
| 30D | -31.9% | +7.1% | -39.1% | -29.5% |
| 3M | -34.9% | -7.0% | -27.8% | -35.1% |
| 6M | -60.7% | -3.8% | -56.9% | -60.2% |
| YTD | -29.2% | -11.7% | -17.5% | -29.0% |
| All | -23.2% | -10.2% | -13.0% | -23.4% |
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