+65.9%
TXN vs LBRT
+6.0%
+59.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -1.2% |
| 7D | -7.8% | -29.1% | +21.3% | -2.8% |
| 30D | -3.6% | -38.4% | +34.8% | +3.8% |
| 3M | +0.1% | -40.1% | +40.2% | +8.0% |
| 6M | -3.2% | -62.9% | +59.7% | +11.6% |
| YTD | +63.4% | -34.5% | +97.9% | +72.8% |
| 1Y | +75.6% | -30.2% | +105.8% | +83.7% |
| 3Y | +104.0% | -37.5% | +141.5% | +107.9% |
| All | +65.9% | +6.0% | +59.9% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling