+6.5%
LBRT vs ACM
-2.7%
+9.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.3% | +5.4% |
| 7D | -29.1% | +5.4% | -34.5% | -31.1% |
| 30D | -38.4% | +15.1% | -53.5% | -42.8% |
| 3M | -40.1% | -10.5% | -29.6% | -37.6% |
| 6M | -62.9% | -19.7% | -43.2% | -59.2% |
| YTD | -34.5% | -28.8% | -5.7% | -24.3% |
| 1Y | -30.2% | -47.9% | +17.7% | +1.4% |
| 3Y | -37.5% | -12.4% | -25.1% | -41.0% |
| All | +6.5% | -2.7% | +9.2% | -10.1% |
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