+174.6%
ARM vs LBRT
-31.1%
+205.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.4% | -0.6% | +3.3% |
| 7D | -15.2% | -29.1% | +13.9% | -7.4% |
| 30D | -40.7% | -38.4% | -2.3% | -32.9% |
| 3M | -39.1% | -40.1% | +1.0% | -30.8% |
| 6M | -26.4% | -62.9% | +36.5% | -7.8% |
| YTD | +59.7% | -34.5% | +94.3% | +73.7% |
| 1Y | +10.3% | -30.2% | +40.6% | +18.0% |
| 3Y | +228.9% | -37.5% | +266.3% | +232.6% |
| All | +174.6% | -31.1% | +205.7% | +176.2% |
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