+33.5%
LBRT vs ACGL
+257.4%
-224.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +2.1% |
| 7D | +8.3% | -0.7% | +9.0% | +8.7% |
| 30D | +6.1% | -1.0% | +7.1% | +6.5% |
| 3M | -34.8% | +11.0% | -45.8% | -40.4% |
| 6M | -24.8% | -0.3% | -24.5% | -26.6% |
| YTD | +12.2% | +2.3% | +10.0% | +6.8% |
| 1Y | +94.0% | +6.4% | +87.6% | +78.6% |
| 3Y | +31.3% | +34.0% | -2.7% | -3.6% |
| 5Y | +111.8% | +161.6% | -49.8% | -14.3% |
| All | +33.5% | +257.4% | -224.0% | -55.2% |
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