-26.4%
LBRT vs ACM
+84.5%
-110.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.2% | -11.5% | -12.0% |
| 7D | -34.8% | +5.1% | -39.9% | -37.7% |
| 30D | -43.6% | +11.5% | -55.1% | -48.8% |
| 3M | -41.2% | -10.5% | -30.8% | -38.2% |
| 6M | -66.1% | -20.4% | -45.7% | -61.5% |
| YTD | -37.9% | -28.9% | -9.0% | -25.4% |
| 1Y | -33.9% | -48.7% | +14.8% | +6.0% |
| 3Y | -40.9% | -12.5% | -28.4% | -44.1% |
| 5Y | +2.1% | +0.5% | +1.6% | -18.0% |
| All | -26.4% | +84.5% | -110.9% | -67.8% |
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 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