-40.7%
LBRT vs ACGL
+35.5%
-76.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.1% | -13.6% | -13.7% |
| 7D | -34.8% | +6.4% | -41.2% | -35.1% |
| 30D | -43.6% | +16.6% | -60.2% | -44.3% |
| 3M | -41.2% | +11.6% | -52.8% | -41.8% |
| 6M | -66.1% | +17.5% | -83.5% | -66.9% |
| YTD | -37.9% | +15.3% | -53.1% | -39.3% |
| 1Y | -33.9% | +26.3% | -60.2% | -37.5% |
| All | -40.7% | +35.5% | -76.2% | -41.0% |
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