-16.4%
LBRT vs TAP
-40.6%
+24.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.6% |
| 7D | -1.9% | -8.0% | +6.1% | +1.9% |
| 30D | -32.0% | +4.1% | -36.1% | -34.7% |
| 3M | -39.7% | -4.4% | -35.3% | -40.0% |
| 6M | -61.1% | -1.9% | -59.1% | -62.1% |
| YTD | -29.4% | -12.1% | -17.3% | -28.5% |
| 1Y | -24.5% | -12.0% | -12.4% | -23.9% |
| 3Y | -28.1% | -25.0% | -3.1% | -23.2% |
| 5Y | +23.9% | -1.1% | +25.0% | +3.0% |
| All | -16.4% | -40.6% | +24.3% | -18.0% |
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 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