+193.0%
ARM vs LBRT
-25.5%
+218.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.1% | -1.4% | +4.5% |
| 7D | -5.3% | -11.9% | +6.6% | -2.1% |
| 30D | -30.0% | -31.9% | +1.9% | -23.0% |
| 3M | -34.1% | -34.9% | +0.8% | -26.8% |
| 6M | -12.6% | -60.7% | +48.0% | +7.6% |
| YTD | +70.4% | -29.2% | +99.6% | +81.5% |
| 1Y | +22.3% | -23.6% | +45.9% | +27.7% |
| 3Y | +261.2% | -26.8% | +288.0% | +260.3% |
| All | +193.0% | -25.5% | +218.5% | +188.6% |
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