+745.7%
ARES vs LBRT
-19.0%
+764.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.4% |
| 7D | +8.1% | -15.7% | +23.8% | +10.5% |
| 30D | +18.9% | -34.3% | +53.2% | +25.8% |
| 3M | +2.3% | -40.6% | +43.0% | +9.6% |
| 6M | +12.7% | -62.0% | +74.7% | +28.3% |
| YTD | -10.8% | -31.6% | +20.9% | -9.0% |
| 1Y | -5.3% | -25.8% | +20.5% | -5.0% |
| 3Y | +42.0% | -30.4% | +72.4% | +39.4% |
| 5Y | +88.3% | +18.7% | +69.6% | +66.8% |
| All | +745.7% | -19.0% | +764.7% | +551.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling