+746.7%
ARES vs LBRT
-16.2%
+762.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.9% | +2.9% |
| 7D | +5.0% | -11.9% | +16.9% | +6.6% |
| 30D | +19.1% | -31.9% | +51.0% | +25.3% |
| 3M | +3.1% | -34.9% | +37.9% | +8.8% |
| 6M | +12.9% | -60.7% | +73.5% | +27.8% |
| YTD | -10.7% | -29.2% | +18.6% | -9.3% |
| 1Y | -5.5% | -23.6% | +18.1% | -5.6% |
| 3Y | +45.0% | -26.8% | +71.8% | +41.3% |
| 5Y | +87.4% | +16.3% | +71.1% | +66.3% |
| All | +746.7% | -16.2% | +762.9% | +549.3% |
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