+33.5%
LBRT vs RACE
+278.4%
-244.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.7% |
| 7D | +8.3% | -2.5% | +10.8% | +9.1% |
| 30D | +6.1% | +0.8% | +5.4% | +5.7% |
| 3M | -34.8% | +17.2% | -51.9% | -38.6% |
| 6M | -24.8% | +13.6% | -38.4% | -29.3% |
| YTD | +12.2% | +12.2% | 0.0% | +5.4% |
| 1Y | +94.0% | -16.3% | +110.2% | +103.3% |
| 3Y | +31.3% | +36.4% | -5.2% | +8.5% |
| 5Y | +111.8% | +95.0% | +16.9% | +44.5% |
| All | +33.5% | +278.4% | -244.9% | -38.5% |
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