-22.5%
LBRT vs ACGL
+290.9%
-313.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.0% | +8.3% | +7.2% |
| 7D | -29.1% | +0.9% | -30.0% | -30.0% |
| 30D | -38.4% | +13.7% | -52.1% | -43.9% |
| 3M | -40.1% | +8.0% | -48.1% | -43.9% |
| 6M | -62.9% | +13.3% | -76.2% | -66.9% |
| YTD | -34.5% | +11.8% | -46.4% | -41.9% |
| 1Y | -30.2% | +22.2% | -52.4% | -42.0% |
| 3Y | -37.5% | +32.5% | -69.9% | -53.2% |
| 5Y | +7.6% | +160.2% | -152.6% | -55.9% |
| All | -22.5% | +290.9% | -313.3% | -75.8% |
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