-37.5%
LBRT vs ACGL
+31.5%
-69.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.0% | +8.3% | +5.4% |
| 7D | -29.1% | +0.9% | -30.0% | -29.2% |
| 30D | -38.4% | +13.7% | -52.1% | -39.2% |
| 3M | -40.1% | +8.0% | -48.1% | -40.5% |
| 6M | -62.9% | +13.3% | -76.2% | -63.7% |
| YTD | -34.5% | +11.8% | -46.4% | -36.0% |
| 1Y | -30.2% | +22.2% | -52.4% | -34.0% |
| 3Y | -37.5% | +32.5% | -69.9% | -37.7% |
| All | -37.5% | +31.5% | -69.0% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling