-22.5%
LBRT vs TXT
+44.4%
-66.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.4% | +6.8% |
| 7D | -29.1% | -2.5% | -26.6% | -28.0% |
| 30D | -38.4% | +14.4% | -52.8% | -45.1% |
| 3M | -40.1% | -4.9% | -35.1% | -38.7% |
| 6M | -62.9% | -10.2% | -52.7% | -61.3% |
| YTD | -34.5% | -4.1% | -30.4% | -36.6% |
| 1Y | -30.2% | +4.0% | -34.2% | -36.8% |
| 3Y | -37.5% | +8.0% | -45.4% | -46.0% |
| 5Y | +7.6% | +8.4% | -0.8% | -9.9% |
| All | -22.5% | +44.4% | -66.9% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling