+26.6%
LBRT vs TAP
-1.4%
+28.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +13.8% | -6.3% | +20.2% | +14.7% |
| 30D | -32.4% | +2.7% | -35.1% | -33.2% |
| 3M | -39.9% | -3.7% | -36.2% | -40.0% |
| 6M | -60.8% | -2.0% | -58.8% | -61.1% |
| YTD | -29.3% | -12.3% | -16.9% | -28.5% |
| 1Y | -18.9% | -10.1% | -8.8% | -18.9% |
| 3Y | -28.0% | -25.3% | -2.7% | -24.1% |
| 5Y | +26.6% | -1.9% | +28.5% | +3.0% |
| All | +26.6% | -1.4% | +28.0% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling