+106.0%
LBRT vs TAP
-15.5%
+121.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.4% |
| 7D | +8.7% | -2.3% | +11.1% | +7.9% |
| 30D | +6.6% | -2.1% | +8.7% | +6.1% |
| 3M | -34.5% | +6.6% | -41.1% | -32.3% |
| 6M | -24.5% | -11.5% | -13.0% | -26.7% |
| YTD | +12.7% | -10.3% | +23.0% | +11.5% |
| All | +106.0% | -15.5% | +121.5% | +109.6% |
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