-15.3%
LBRT vs ACM
+94.9%
-110.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.6% |
| 7D | +9.2% | +5.6% | +3.6% | +4.7% |
| 30D | -27.5% | +20.8% | -48.3% | -38.2% |
| 3M | -37.9% | +11.4% | -49.3% | -44.3% |
| 6M | -60.7% | +0.9% | -61.6% | -63.1% |
| YTD | -28.5% | -24.8% | -3.7% | -17.7% |
| 1Y | -13.2% | -46.4% | +33.2% | +35.1% |
| 3Y | -28.8% | -9.2% | -19.6% | -34.3% |
| 5Y | +28.0% | +5.0% | +23.0% | -0.4% |
| All | -15.3% | +94.9% | -110.3% | -64.5% |
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