-26.8%
LBRT vs TXG
+70.4%
-97.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +9.7% | -1.6% | +6.8% |
| 7D | -11.9% | +5.5% | -17.5% | -12.4% |
| 30D | -31.9% | -19.3% | -12.6% | -30.2% |
| 3M | -34.9% | +25.0% | -59.9% | -36.8% |
| 6M | -60.7% | +201.2% | -261.8% | -65.9% |
| YTD | -29.2% | +298.8% | -328.0% | -42.3% |
| 1Y | -23.6% | +326.6% | -350.2% | -38.7% |
| 3Y | -26.8% | +78.3% | -105.2% | -46.2% |
| All | -26.8% | +70.4% | -97.2% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling