-22.5%
ACN vs LBRT
+6.0%
-28.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.1% | -1.9% |
| 7D | +0.9% | -29.1% | +30.0% | +2.1% |
| 30D | +33.5% | -38.4% | +71.9% | +35.9% |
| 3M | +53.5% | -40.1% | +93.5% | +56.1% |
| 6M | +52.2% | -62.9% | +115.1% | +59.5% |
| YTD | -0.1% | -34.5% | +34.4% | -1.5% |
| 1Y | +11.0% | -30.2% | +41.3% | +8.6% |
| 3Y | -11.8% | -37.5% | +25.7% | -16.0% |
| All | -22.5% | +6.0% | -28.5% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling