+119.4%
LBRT vs TXG
+24.6%
+94.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.8% |
| 7D | +10.2% | +9.1% | +1.0% | +9.1% |
| 30D | +4.9% | +14.9% | -10.0% | +2.9% |
| 3M | -21.2% | +120.0% | -141.2% | -29.1% |
| 6M | -19.9% | +221.8% | -241.8% | -32.1% |
| YTD | +20.8% | +312.6% | -291.8% | -1.5% |
| 1Y | +123.5% | +398.4% | -274.9% | +75.5% |
| 3Y | +30.9% | +42.1% | -11.1% | +13.5% |
| 5Y | +136.3% | -63.5% | +199.7% | +129.7% |
| All | +119.4% | +24.6% | +94.7% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling