-26.4%
LBRT vs ACGL
+302.9%
-329.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.1% | -13.6% | -13.6% |
| 7D | -34.8% | +6.4% | -41.2% | -37.6% |
| 30D | -43.6% | +16.6% | -60.2% | -49.3% |
| 3M | -41.2% | +11.6% | -52.8% | -46.0% |
| 6M | -66.1% | +17.5% | -83.5% | -70.4% |
| YTD | -37.9% | +15.3% | -53.1% | -45.8% |
| 1Y | -33.9% | +26.3% | -60.2% | -46.1% |
| 3Y | -40.9% | +35.9% | -76.8% | -56.4% |
| 5Y | +2.1% | +168.2% | -166.1% | -58.9% |
| All | -26.4% | +302.9% | -329.3% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling