-19.0%
LBRT vs ACM
-46.0%
+27.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.2% |
| 7D | -1.9% | +3.0% | -4.9% | -1.7% |
| 30D | -32.0% | +19.7% | -51.7% | -30.4% |
| 3M | -39.7% | +5.3% | -45.0% | -38.9% |
| 6M | -61.1% | -10.8% | -50.3% | -60.6% |
| YTD | -29.4% | -25.1% | -4.3% | -28.4% |
| All | -19.0% | -46.0% | +27.0% | -14.8% |
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