+33.5%
LBRT vs ACM
+83.1%
-49.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +8.3% | -3.7% | +12.0% | +11.5% |
| 30D | +6.1% | -11.1% | +17.2% | +13.9% |
| 3M | -34.8% | -8.0% | -26.8% | -32.9% |
| 6M | -24.8% | -29.7% | +4.8% | -5.0% |
| YTD | +12.2% | -29.4% | +41.6% | +37.5% |
| 1Y | +94.0% | -46.4% | +140.4% | +202.3% |
| 3Y | +31.3% | -22.3% | +53.6% | +40.2% |
| 5Y | +111.8% | +4.5% | +107.4% | +65.1% |
| All | +33.5% | +83.1% | -49.7% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling