+33.5%
LBRT vs TXT
+36.6%
-3.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +8.7% | -4.8% | +13.5% | +12.7% |
| 30D | +6.6% | -10.6% | +17.2% | +15.8% |
| 3M | -34.5% | -13.2% | -21.3% | -28.8% |
| 6M | -24.5% | -20.3% | -4.1% | -13.6% |
| YTD | +12.7% | -9.3% | +22.0% | +15.3% |
| 1Y | +94.8% | -2.7% | +97.5% | +87.4% |
| 3Y | +31.9% | +1.4% | +30.5% | +20.6% |
| 5Y | +111.8% | +9.6% | +102.3% | +77.3% |
| All | +33.5% | +36.6% | -3.2% | -14.3% |
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