+123.5%
LBRT vs TXT
-3.0%
+126.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +3.1% |
| 7D | +10.2% | +0.8% | +9.4% | +10.2% |
| 30D | +4.9% | -10.4% | +15.3% | +4.5% |
| 3M | -21.2% | -14.3% | -6.9% | -21.9% |
| 6M | -19.9% | -15.1% | -4.8% | -20.1% |
| YTD | +20.8% | -8.3% | +29.1% | +17.8% |
| 1Y | +123.5% | -0.7% | +124.3% | +112.9% |
| All | +123.5% | -3.0% | +126.6% | +112.9% |
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 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