+33.5%
LBRT vs TXT
+36.6%
-3.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +8.3% | -4.8% | +13.0% | +12.2% |
| 30D | +6.1% | -10.6% | +16.7% | +15.3% |
| 3M | -34.8% | -13.2% | -21.6% | -29.1% |
| 6M | -24.8% | -20.3% | -4.5% | -13.9% |
| YTD | +12.2% | -9.3% | +21.5% | +14.8% |
| 1Y | +94.0% | -2.7% | +96.7% | +86.6% |
| 3Y | +31.3% | +1.4% | +29.9% | +20.1% |
| 5Y | +111.8% | +9.6% | +102.3% | +77.3% |
| All | +33.5% | +36.6% | -3.2% | -14.3% |
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 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