+31.4%
LBRT vs TXT
+8.5%
+22.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | +9.2% | +0.1% | +9.1% | +9.1% |
| 30D | -27.5% | +13.3% | -40.9% | -33.4% |
| 3M | -37.9% | -5.0% | -32.9% | -36.5% |
| 6M | -60.7% | -8.4% | -52.3% | -59.7% |
| YTD | -28.5% | -4.0% | -24.5% | -30.6% |
| 1Y | -13.2% | +2.8% | -16.0% | -20.0% |
| 3Y | -28.8% | +10.3% | -39.1% | -39.4% |
| All | +31.4% | +8.5% | +22.9% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling