-42.7%
ACHR vs LBRT
+104.7%
-147.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.2% |
| 7D | -0.7% | +8.7% | -9.4% | -2.5% |
| 30D | +9.8% | +6.6% | +3.2% | +8.2% |
| 3M | -10.5% | -34.5% | +24.0% | -3.2% |
| 6M | -15.5% | -24.5% | +9.0% | -12.4% |
| YTD | -24.1% | +12.7% | -36.8% | -28.3% |
| 1Y | -32.4% | +94.8% | -127.3% | -44.1% |
| 3Y | -11.6% | +31.9% | -43.5% | -22.9% |
| 5Y | -42.9% | +111.8% | -154.7% | -51.8% |
| All | -42.7% | +104.7% | -147.5% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded LBRT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling