-55.5%
ACHR vs LBRT
+18.9%
-74.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +5.4% | +9.4% | +13.6% |
| 7D | +5.7% | -29.1% | +34.9% | +13.1% |
| 30D | -4.9% | -38.4% | +33.5% | +4.6% |
| 3M | -15.1% | -40.1% | +24.9% | -6.5% |
| 6M | -30.7% | -62.9% | +32.2% | -16.6% |
| YTD | -41.0% | -34.5% | -6.4% | -38.1% |
| 1Y | -50.0% | -30.2% | -19.8% | -48.3% |
| 3Y | -17.0% | -37.5% | +20.5% | -16.6% |
| 5Y | -29.4% | +7.6% | -37.0% | -34.9% |
| All | -55.5% | +18.9% | -74.4% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling