-26.4%
LBRT vs TAP
-36.8%
+10.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.1% | -11.6% | -12.7% |
| 7D | -34.8% | +7.7% | -42.5% | -37.7% |
| 30D | -43.6% | +14.4% | -58.0% | -48.1% |
| 3M | -41.2% | +2.0% | -43.3% | -43.2% |
| 6M | -66.1% | +2.5% | -68.5% | -67.6% |
| YTD | -37.9% | -6.4% | -31.4% | -38.8% |
| 1Y | -33.9% | -2.3% | -31.6% | -36.9% |
| 3Y | -40.9% | -20.3% | -20.6% | -38.5% |
| 5Y | +2.1% | +6.9% | -4.8% | -18.4% |
| All | -26.4% | -36.8% | +10.4% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling