-15.3%
LBRT vs ARMK
+89.9%
-105.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +9.2% | +2.7% | +6.5% | +7.7% |
| 30D | -27.5% | -1.5% | -26.0% | -26.4% |
| 3M | -37.9% | -11.6% | -26.3% | -33.0% |
| 6M | -60.7% | +6.7% | -67.5% | -62.3% |
| YTD | -28.5% | +47.4% | -75.9% | -44.3% |
| 1Y | -13.2% | +41.5% | -54.7% | -30.9% |
| 3Y | -28.8% | +95.5% | -124.3% | -54.4% |
| 5Y | +28.0% | +108.4% | -80.4% | -23.6% |
| All | -15.3% | +89.9% | -105.2% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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