-13.2%
LBRT vs ACM
-46.0%
+32.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +9.2% | +5.6% | +3.6% | +9.8% |
| 30D | -27.5% | +20.8% | -48.3% | -25.8% |
| 3M | -37.9% | +11.4% | -49.3% | -36.9% |
| 6M | -60.7% | +0.9% | -61.6% | -60.1% |
| YTD | -28.5% | -24.8% | -3.7% | -27.3% |
| 1Y | -13.2% | -46.4% | +33.2% | -6.0% |
| All | -13.2% | -46.0% | +32.8% | -6.0% |
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