-13.2%
LBRT vs ARMK
+41.8%
-55.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +9.2% | +2.7% | +6.5% | +8.7% |
| 30D | -27.5% | -1.5% | -26.0% | -27.7% |
| 3M | -37.9% | -11.6% | -26.3% | -39.2% |
| 6M | -60.7% | +6.7% | -67.5% | -59.7% |
| YTD | -28.5% | +47.4% | -75.9% | -20.3% |
| 1Y | -13.2% | +41.5% | -54.7% | -2.7% |
| All | -13.2% | +41.8% | -55.0% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling