-41.5%
ACHR vs LBRT
+112.8%
-154.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | +1.3% |
| 7D | +4.9% | +6.9% | -2.1% | +3.4% |
| 30D | +4.3% | +7.8% | -3.5% | +2.5% |
| 3M | +1.7% | -25.3% | +27.0% | +6.8% |
| 6M | -6.9% | -19.6% | +12.7% | -4.7% |
| YTD | -22.5% | +17.2% | -39.6% | -27.4% |
| 1Y | -31.5% | +114.1% | -145.6% | -44.5% |
| 3Y | -14.4% | +27.0% | -41.4% | -24.9% |
| 5Y | -41.6% | +128.3% | -169.9% | -51.1% |
| All | -41.5% | +112.8% | -154.3% | -50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling