+45.0%
TXN vs LBRT
+119.0%
-73.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.6% |
| 7D | +2.7% | +10.2% | -7.5% | +1.1% |
| 30D | -6.7% | +4.9% | -11.6% | -7.5% |
| 3M | -8.9% | -21.2% | +12.3% | -6.5% |
| 6M | +34.7% | -19.9% | +54.6% | +38.6% |
| YTD | +53.3% | +20.8% | +32.5% | +53.6% |
| 1Y | +45.0% | +123.5% | -78.5% | +39.1% |
| All | +45.0% | +119.0% | -73.9% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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