-21.5%
LBRT vs RACE
+10.6%
-32.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +4.3% | -15.5% | -10.1% |
| 7D | -25.3% | +9.9% | -35.2% | -23.4% |
| 30D | -32.9% | +12.8% | -45.7% | -30.8% |
| 3M | -33.3% | +7.4% | -40.7% | -31.7% |
| 6M | -61.0% | +27.6% | -88.6% | -58.2% |
| YTD | -28.0% | +18.4% | -46.4% | -23.3% |
| 1Y | -21.5% | +9.5% | -31.0% | -15.8% |
| All | -21.5% | +10.6% | -32.1% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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