+104.7%
LBRT vs TXG
+16.0%
+88.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +8.7% | +1.8% | +6.9% | +8.5% |
| 30D | +6.6% | +32.0% | -25.4% | +2.7% |
| 3M | -34.5% | +87.0% | -121.5% | -39.8% |
| 6M | -24.5% | +180.1% | -204.6% | -34.8% |
| YTD | +12.7% | +284.1% | -271.4% | -7.3% |
| 1Y | +94.8% | +361.7% | -266.8% | +54.3% |
| 3Y | +31.9% | +15.9% | +15.9% | +17.1% |
| 5Y | +111.8% | -66.2% | +178.0% | +107.8% |
| All | +104.7% | +16.0% | +88.7% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling