-19.0%
LBRT vs ARMK
+90.9%
-109.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -2.9% |
| 7D | -15.7% | -0.7% | -15.0% | -14.8% |
| 30D | -34.3% | -1.3% | -33.0% | -33.3% |
| 3M | -40.6% | -2.5% | -38.1% | -39.5% |
| 6M | -62.0% | +20.8% | -82.8% | -66.1% |
| YTD | -31.6% | +48.2% | -79.8% | -46.9% |
| 1Y | -25.8% | +45.7% | -71.5% | -41.9% |
| 3Y | -30.4% | +96.6% | -126.9% | -55.6% |
| 5Y | +18.7% | +106.6% | -87.9% | -28.7% |
| All | -19.0% | +90.9% | -109.9% | -54.0% |
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