+128.3%
LBRT vs TXG
-65.4%
+193.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.7% | -0.8% | +3.4% |
| 7D | +6.9% | +9.4% | -2.4% | +5.9% |
| 30D | +7.8% | +26.1% | -18.3% | +4.8% |
| 3M | -25.3% | +124.8% | -150.1% | -32.5% |
| 6M | -19.6% | +215.2% | -234.8% | -31.0% |
| YTD | +17.2% | +302.2% | -285.0% | -3.1% |
| 1Y | +114.1% | +370.9% | -256.8% | +71.2% |
| 3Y | +27.0% | +38.5% | -11.5% | +9.7% |
| 5Y | +128.3% | -64.4% | +192.7% | +89.9% |
| All | +128.3% | -65.4% | +193.7% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling