-16.2%
LBRT vs TXT
+47.6%
-63.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.2% | +5.9% | +6.5% |
| 7D | -11.9% | -3.5% | -8.4% | -9.3% |
| 30D | -31.9% | +15.2% | -47.1% | -39.6% |
| 3M | -34.9% | -4.5% | -30.4% | -33.5% |
| 6M | -60.7% | -6.1% | -54.6% | -60.3% |
| YTD | -29.2% | -2.0% | -27.3% | -32.6% |
| 1Y | -23.6% | +4.2% | -27.8% | -30.7% |
| 3Y | -26.8% | +14.4% | -41.2% | -39.6% |
| 5Y | +16.3% | +12.3% | +4.0% | -5.1% |
| All | -16.2% | +47.6% | -63.8% | -49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling