+19.3%
ARM vs LBRT
-25.0%
+44.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -11.2% | +5.9% | -1.9% |
| 7D | -18.7% | -25.3% | +6.6% | -11.5% |
| 30D | -36.7% | -32.9% | -3.8% | -29.2% |
| 3M | -31.6% | -33.3% | +1.7% | -23.4% |
| 6M | -5.6% | -61.0% | +55.3% | +16.7% |
| YTD | +75.5% | -28.0% | +103.5% | +79.7% |
| 1Y | +19.3% | -21.5% | +40.8% | +17.9% |
| All | +19.3% | -25.0% | +44.4% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling