-24.5%
LBRT vs TXT
-20.2%
-4.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-04 to 2026-09-04.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.3% |
| 7D | +8.7% | -4.8% | +13.5% | +7.0% |
| 30D | +6.6% | -10.6% | +17.2% | +2.5% |
| 3M | -34.5% | -13.2% | -21.3% | -38.1% |
| 6M | -24.5% | -20.3% | -4.1% | -30.9% |
| All | -24.5% | -20.2% | -4.3% | -30.9% |
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 2026-03-04 to 2026-09-04: 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…
2026-03-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling