-24.4%
ACN vs LBRT
+22.2%
-46.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -2.0% |
| 7D | -4.0% | -1.9% | -2.1% | -4.0% |
| 30D | +19.0% | -32.0% | +51.0% | +20.6% |
| 3M | +42.2% | -39.7% | +81.9% | +44.8% |
| 6M | +50.1% | -61.1% | +111.2% | +57.3% |
| YTD | -2.7% | -29.4% | +26.6% | -4.3% |
| 1Y | +7.6% | -24.5% | +32.0% | +4.9% |
| 3Y | -15.9% | -28.1% | +12.2% | -20.8% |
| 5Y | -24.4% | +23.9% | -48.3% | -33.1% |
| All | -24.4% | +22.2% | -46.6% | -33.1% |
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 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