+712.8%
ARES vs LBRT
-22.5%
+735.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.2% | -0.6% |
| 7D | +4.5% | -29.1% | +33.7% | +9.5% |
| 30D | +15.7% | -38.4% | +54.1% | +23.6% |
| 3M | -2.0% | -40.1% | +38.0% | +4.7% |
| 6M | +10.4% | -62.9% | +73.3% | +26.1% |
| YTD | -14.2% | -34.5% | +20.3% | -11.9% |
| 1Y | -7.8% | -30.2% | +22.4% | -6.5% |
| 3Y | +41.4% | -37.5% | +78.8% | +41.0% |
| 5Y | +83.7% | +7.6% | +76.1% | +65.0% |
| All | +712.8% | -22.5% | +735.2% | +530.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling