+6.5%
LBRT vs ACGL
+159.2%
-152.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.0% | +8.3% | +6.1% |
| 7D | -29.1% | +0.9% | -30.0% | -29.5% |
| 30D | -38.4% | +13.7% | -52.1% | -40.9% |
| 3M | -40.1% | +8.0% | -48.1% | -41.8% |
| 6M | -62.9% | +13.3% | -76.2% | -64.8% |
| YTD | -34.5% | +11.8% | -46.4% | -38.1% |
| 1Y | -30.2% | +22.2% | -52.4% | -36.6% |
| 3Y | -37.5% | +32.5% | -69.9% | -46.0% |
| All | +6.5% | +159.2% | -152.7% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling