-41.2%
LBRT vs ACM
-11.5%
-29.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.2% | -11.5% | -14.5% |
| 7D | -34.8% | +5.1% | -39.9% | -33.3% |
| 30D | -43.6% | +11.5% | -55.1% | -41.3% |
| 3M | -41.2% | -10.5% | -30.8% | -42.8% |
| All | -41.2% | -11.5% | -29.7% | -42.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling