-51.3%
ACHR vs LBRT
+28.3%
-79.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | -0.1% | +2.5% |
| 7D | +18.0% | -1.9% | +19.9% | +18.5% |
| 30D | +3.6% | -32.0% | +35.7% | +11.7% |
| 3M | -28.4% | -39.7% | +11.3% | -21.3% |
| 6M | -25.7% | -61.1% | +35.4% | -11.4% |
| YTD | -35.4% | -29.4% | -6.0% | -33.3% |
| 1Y | -45.6% | -24.5% | -21.2% | -44.7% |
| 3Y | -2.2% | -28.1% | +25.9% | -4.3% |
| 5Y | -20.3% | +23.9% | -44.2% | -27.8% |
| All | -51.3% | +28.3% | -79.5% | -54.9% |
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