-16.4%
LBRT vs ACGL
+297.8%
-314.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -1.9% | -1.4% | -0.5% | -1.2% |
| 30D | -32.0% | +12.4% | -44.4% | -37.6% |
| 3M | -39.7% | +11.1% | -50.8% | -44.5% |
| 6M | -61.1% | +16.3% | -77.4% | -65.9% |
| YTD | -29.4% | +13.8% | -43.2% | -38.0% |
| 1Y | -24.5% | +20.4% | -44.9% | -36.4% |
| 3Y | -28.1% | +33.6% | -61.7% | -46.4% |
| 5Y | +23.9% | +176.8% | -153.0% | -51.6% |
| All | -16.4% | +297.8% | -314.1% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling