+197.2%
TXN vs LBRT
+33.5%
+163.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | -0.1% | +8.3% | -8.3% | -1.3% |
| 30D | -6.9% | +6.1% | -13.1% | -7.8% |
| 3M | -14.9% | -34.8% | +19.8% | -10.1% |
| 6M | +29.0% | -24.8% | +53.8% | +33.3% |
| YTD | +51.5% | +12.2% | +39.2% | +47.3% |
| 1Y | +41.6% | +94.0% | -52.4% | +25.9% |
| 3Y | +65.8% | +31.3% | +34.5% | +51.3% |
| 5Y | +56.8% | +111.8% | -55.0% | +29.1% |
| All | +197.2% | +33.5% | +163.7% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling