-40.7%
LBRT vs RACE
+30.0%
-70.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.3% | -11.4% | -13.4% |
| 7D | -34.8% | +5.7% | -40.5% | -35.3% |
| 30D | -43.6% | +9.3% | -52.9% | -44.3% |
| 3M | -41.2% | +3.8% | -45.1% | -41.6% |
| 6M | -66.1% | +29.8% | -95.9% | -67.6% |
| YTD | -37.9% | +15.6% | -53.5% | -39.5% |
| 1Y | -33.9% | +5.1% | -38.9% | -33.9% |
| All | -40.7% | +30.0% | -70.7% | -42.1% |
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