-15.3%
LBRT vs RACE
+279.5%
-294.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | +9.2% | -1.2% | +10.4% | +9.6% |
| 30D | -27.5% | +6.1% | -33.7% | -29.2% |
| 3M | -37.9% | -0.3% | -37.6% | -38.2% |
| 6M | -60.7% | +23.4% | -84.1% | -64.0% |
| YTD | -28.5% | +12.5% | -41.0% | -33.2% |
| 1Y | -13.2% | -0.5% | -12.8% | -15.0% |
| 3Y | -28.8% | +23.6% | -52.4% | -38.6% |
| 5Y | +28.0% | +65.4% | -37.5% | -4.9% |
| All | -15.3% | +279.5% | -294.8% | -61.2% |
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