-16.4%
LBRT vs ARMK
+89.4%
-105.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.7% |
| 7D | -1.9% | +2.8% | -4.7% | -3.0% |
| 30D | -32.0% | -1.8% | -30.3% | -30.9% |
| 3M | -39.7% | -10.9% | -28.8% | -35.2% |
| 6M | -61.1% | +21.2% | -82.3% | -65.4% |
| YTD | -29.4% | +47.0% | -76.4% | -44.9% |
| 1Y | -24.5% | +42.9% | -67.3% | -40.2% |
| 3Y | -28.1% | +95.0% | -123.1% | -53.9% |
| 5Y | +23.9% | +106.2% | -82.3% | -25.6% |
| All | -16.4% | +89.4% | -105.7% | -52.3% |
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