+89.5%
ACN vs LBRT
-22.5%
+112.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.1% | -2.2% |
| 7D | +0.9% | -29.1% | +30.0% | +3.7% |
| 30D | +33.5% | -38.4% | +71.9% | +38.8% |
| 3M | +53.5% | -40.1% | +93.5% | +59.3% |
| 6M | +52.2% | -62.9% | +115.1% | +64.7% |
| YTD | -0.1% | -34.5% | +34.4% | +0.5% |
| 1Y | +11.0% | -30.2% | +41.3% | +10.6% |
| 3Y | -11.8% | -37.5% | +25.7% | -14.0% |
| 5Y | -22.8% | +7.6% | -30.4% | -31.7% |
| All | +89.5% | -22.5% | +112.0% | +39.2% |
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