-26.4%
LBRT vs RACE
+289.9%
-316.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.3% | -11.4% | -12.9% |
| 7D | -34.8% | +5.7% | -40.5% | -36.1% |
| 30D | -43.6% | +9.3% | -52.9% | -45.4% |
| 3M | -41.2% | +3.8% | -45.1% | -42.3% |
| 6M | -66.1% | +29.8% | -95.9% | -69.4% |
| YTD | -37.9% | +15.6% | -53.5% | -42.5% |
| 1Y | -33.9% | +5.1% | -38.9% | -36.5% |
| 3Y | -40.9% | +30.8% | -71.6% | -50.1% |
| 5Y | +2.1% | +67.4% | -65.3% | -24.1% |
| All | -26.4% | +289.9% | -316.3% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling