+711.2%
ARES vs LBRT
-26.4%
+737.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.7% | +11.4% | -0.2% |
| 7D | +4.9% | -34.8% | +39.7% | +11.3% |
| 30D | +13.6% | -43.6% | +57.2% | +23.0% |
| 3M | -3.3% | -41.2% | +37.9% | +3.6% |
| 6M | +11.0% | -66.1% | +77.1% | +28.6% |
| YTD | -14.4% | -37.9% | +23.5% | -11.4% |
| 1Y | -9.1% | -33.9% | +24.7% | -7.1% |
| 3Y | +37.1% | -40.9% | +78.0% | +37.9% |
| 5Y | +83.3% | +2.1% | +81.2% | +66.0% |
| All | +711.2% | -26.4% | +737.6% | +534.7% |
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