-29.7%
LBRT vs TXT
+13.4%
-43.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.8% |
| 7D | -1.9% | -0.8% | -1.1% | -1.5% |
| 30D | -32.0% | +13.4% | -45.4% | -36.5% |
| 3M | -39.7% | -2.5% | -37.1% | -39.1% |
| 6M | -61.1% | -6.2% | -54.9% | -60.6% |
| YTD | -29.4% | -1.3% | -28.0% | -32.7% |
| 1Y | -24.5% | +4.3% | -28.8% | -31.1% |
| All | -29.7% | +13.4% | -43.1% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling