+33.5%
LBRT vs ARMK
+99.9%
-66.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.0% |
| 7D | +8.7% | -2.4% | +11.1% | +10.1% |
| 30D | +6.6% | 0.0% | +6.6% | +6.3% |
| 3M | -34.5% | +6.7% | -41.1% | -37.3% |
| 6M | -24.5% | +38.8% | -63.3% | -38.8% |
| YTD | +12.7% | +55.2% | -42.5% | -15.2% |
| 1Y | +94.8% | +46.6% | +48.2% | +51.1% |
| 3Y | +31.9% | +112.9% | -81.0% | -20.7% |
| 5Y | +111.8% | +144.0% | -32.1% | +14.1% |
| All | +33.5% | +99.9% | -66.4% | -26.6% |
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