+94.0%
LBRT vs TXG
+372.5%
-278.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | +8.3% | +1.8% | +6.5% | +8.3% |
| 30D | +6.1% | +32.0% | -25.9% | +7.4% |
| 3M | -34.8% | +87.0% | -121.8% | -32.4% |
| 6M | -24.8% | +180.1% | -204.9% | -20.0% |
| YTD | +12.2% | +284.1% | -271.9% | +20.0% |
| 1Y | +94.0% | +361.7% | -267.7% | +112.8% |
| All | +94.0% | +372.5% | -278.5% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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