+26.4%
LBRT vs ACM
+4.1%
+22.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.5% |
| 7D | -1.9% | +3.0% | -4.9% | -3.1% |
| 30D | -32.0% | +19.7% | -51.7% | -38.0% |
| 3M | -39.7% | +5.3% | -45.0% | -42.0% |
| 6M | -61.1% | -10.8% | -50.3% | -59.6% |
| YTD | -29.4% | -25.1% | -4.3% | -20.3% |
| 1Y | -24.5% | -45.8% | +21.3% | +8.1% |
| 3Y | -28.1% | -9.4% | -18.7% | -32.8% |
| All | +26.4% | +4.1% | +22.3% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling