-30.2%
LBRT vs TXT
+4.1%
-34.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +5.3% |
| 7D | -29.1% | -2.5% | -26.6% | -29.2% |
| 30D | -38.4% | +14.4% | -52.8% | -37.9% |
| 3M | -40.1% | -4.9% | -35.1% | -40.2% |
| 6M | -62.9% | -10.2% | -52.7% | -63.3% |
| YTD | -34.5% | -4.1% | -30.4% | -37.3% |
| 1Y | -30.2% | +4.0% | -34.2% | -35.3% |
| All | -30.2% | +4.1% | -34.3% | -35.3% |
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 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