+296.4%
ARM vs LBRT
+18.1%
+278.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.7% |
| 7D | +5.5% | +8.3% | -2.8% | +3.5% |
| 30D | -8.2% | +6.1% | -14.3% | -9.6% |
| 3M | -35.9% | -34.8% | -1.2% | -30.2% |
| 6M | +103.1% | -24.8% | +127.9% | +112.6% |
| YTD | +130.6% | +12.2% | +118.4% | +119.1% |
| 1Y | +86.1% | +94.0% | -7.9% | +52.4% |
| All | +296.4% | +18.1% | +278.3% | +248.3% |
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