+214.0%
ARM vs LBRT
-41.2%
+255.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -13.7% | +0.6% | -9.3% |
| 7D | -27.1% | -34.8% | +7.7% | -18.4% |
| 30D | -44.9% | -43.6% | -1.3% | -36.1% |
| 3M | -39.3% | -41.2% | +2.0% | -30.4% |
| 6M | -20.2% | -66.1% | +45.9% | +2.8% |
| YTD | +52.5% | -37.9% | +90.4% | +68.4% |
| 1Y | +4.1% | -33.9% | +38.0% | +13.0% |
| All | +214.0% | -41.2% | +255.1% | +225.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling