-60.8%
LBRT vs TXG
+188.3%
-249.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +4.9% | +1.0% |
| 7D | +13.8% | +1.8% | +12.0% | +13.5% |
| 30D | -32.4% | -17.7% | -14.7% | -30.0% |
| 3M | -39.9% | +2.3% | -42.2% | -39.1% |
| 6M | -60.8% | +182.5% | -243.3% | -64.0% |
| All | -60.8% | +188.3% | -249.1% | -64.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling