-16.2%
LBRT vs RACE
+286.7%
-302.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.4% | +7.9% |
| 7D | -11.9% | +3.9% | -15.8% | -13.1% |
| 30D | -31.9% | +7.4% | -39.4% | -33.8% |
| 3M | -34.9% | +1.6% | -36.5% | -35.6% |
| 6M | -60.7% | +23.3% | -84.0% | -63.9% |
| YTD | -29.2% | +14.7% | -43.9% | -34.3% |
| 1Y | -23.6% | +2.5% | -26.2% | -26.0% |
| 3Y | -26.8% | +28.0% | -54.8% | -37.7% |
| 5Y | +16.3% | +69.8% | -53.5% | -14.4% |
| All | -16.2% | +286.7% | -302.9% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling