+106.0%
LBRT vs ACM
-46.7%
+152.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +8.7% | -3.7% | +12.5% | +8.6% |
| 30D | +6.6% | -11.1% | +17.7% | +7.0% |
| 3M | -34.5% | -8.0% | -26.5% | -34.0% |
| 6M | -24.5% | -29.7% | +5.2% | -21.2% |
| YTD | +12.7% | -29.4% | +42.1% | +16.0% |
| All | +106.0% | -46.7% | +152.7% | +130.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling