+23.4%
LBRT vs TXG
+39.1%
-15.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.7% |
| 7D | +2.3% | +5.0% | -2.7% | +1.8% |
| 30D | -2.9% | +13.5% | -16.4% | -4.4% |
| 3M | -26.1% | +128.0% | -154.2% | -33.4% |
| 6M | -26.2% | +224.4% | -250.6% | -37.2% |
| YTD | +13.7% | +307.0% | -293.3% | -7.3% |
| 1Y | +93.6% | +427.2% | -333.7% | +49.1% |
| All | +23.4% | +39.1% | -15.7% | +4.6% |
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