-30.4%
LBRT vs ACM
-7.4%
-23.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | -15.7% | +6.6% | -22.3% | -17.2% |
| 30D | -34.3% | +19.8% | -54.0% | -37.9% |
| 3M | -40.6% | -3.1% | -37.5% | -40.1% |
| 6M | -62.0% | -11.5% | -50.5% | -60.3% |
| YTD | -31.6% | -24.7% | -6.9% | -24.2% |
| 1Y | -25.8% | -45.1% | +19.3% | +2.6% |
| 3Y | -30.4% | -8.9% | -21.5% | -34.3% |
| All | -30.4% | -7.4% | -23.0% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling