-25.8%
LBRT vs ACGL
+22.9%
-48.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -2.6% |
| 7D | -15.7% | +1.3% | -16.9% | -14.5% |
| 30D | -34.3% | +14.2% | -48.5% | -27.0% |
| 3M | -40.6% | +11.1% | -51.7% | -35.1% |
| 6M | -62.0% | +16.4% | -78.4% | -56.6% |
| YTD | -31.6% | +13.8% | -45.4% | -22.0% |
| 1Y | -25.8% | +21.6% | -47.3% | -8.7% |
| All | -25.8% | +22.9% | -48.7% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling