+33.5%
LBRT vs ACM
+83.1%
-49.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +8.7% | -3.7% | +12.5% | +11.9% |
| 30D | +6.6% | -11.1% | +17.7% | +14.4% |
| 3M | -34.5% | -8.0% | -26.5% | -32.6% |
| 6M | -24.5% | -29.7% | +5.2% | -4.6% |
| YTD | +12.7% | -29.4% | +42.1% | +38.2% |
| 1Y | +94.8% | -46.4% | +141.3% | +203.6% |
| 3Y | +31.9% | -22.3% | +54.2% | +40.8% |
| 5Y | +111.8% | +4.5% | +107.4% | +65.1% |
| All | +33.5% | +83.1% | -49.7% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling