+41.4%
ARES vs LBRT
-38.0%
+79.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.2% | -0.7% |
| 7D | +4.5% | -29.1% | +33.7% | +10.0% |
| 30D | +15.7% | -38.4% | +54.1% | +24.7% |
| 3M | -2.0% | -40.1% | +38.0% | +5.6% |
| 6M | +10.4% | -62.9% | +73.3% | +30.2% |
| YTD | -14.2% | -34.5% | +20.3% | -14.2% |
| 1Y | -7.8% | -30.2% | +22.4% | -9.6% |
| 3Y | +41.4% | -37.5% | +78.8% | +37.9% |
| All | +41.4% | -38.0% | +79.4% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling