+94.0%
LBRT vs TXT
-1.0%
+95.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +8.3% | -4.8% | +13.0% | +8.1% |
| 30D | +6.1% | -10.6% | +16.7% | +5.7% |
| 3M | -34.8% | -13.2% | -21.6% | -35.5% |
| 6M | -24.8% | -20.3% | -4.5% | -23.8% |
| YTD | +12.2% | -9.3% | +21.5% | +9.5% |
| 1Y | +94.0% | -2.7% | +96.7% | +87.0% |
| All | +94.0% | -1.0% | +95.0% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling