-40.6%
ACN vs LBRT
+115.1%
-155.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.4% |
| 7D | -1.5% | +8.7% | -10.3% | -2.0% |
| 30D | +9.4% | +6.6% | +2.8% | +8.8% |
| 3M | +5.6% | -34.5% | +40.1% | +8.3% |
| 6M | -9.3% | -24.5% | +15.2% | -8.4% |
| YTD | -29.0% | +12.7% | -41.7% | -31.2% |
| 1Y | -24.7% | +94.8% | -119.5% | -31.5% |
| 3Y | -39.8% | +31.9% | -71.7% | -45.1% |
| All | -40.6% | +115.1% | -155.7% | -49.0% |
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