-37.5%
LBRT vs RACE
+28.1%
-65.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +5.5% |
| 7D | -29.1% | +5.1% | -34.2% | -29.6% |
| 30D | -38.4% | +7.7% | -46.1% | -39.0% |
| 3M | -40.1% | +2.2% | -42.2% | -40.3% |
| 6M | -62.9% | +23.8% | -86.7% | -64.2% |
| YTD | -34.5% | +13.9% | -48.4% | -36.2% |
| 1Y | -30.2% | +3.8% | -34.0% | -30.1% |
| 3Y | -37.5% | +28.0% | -65.5% | -38.9% |
| All | -37.5% | +28.1% | -65.6% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling