-25.8%
LBRT vs ARMK
+44.7%
-70.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.2% |
| 7D | -15.7% | -0.7% | -15.0% | -16.0% |
| 30D | -34.3% | -1.3% | -33.0% | -34.5% |
| 3M | -40.6% | -2.5% | -38.1% | -40.7% |
| 6M | -62.0% | +20.8% | -82.8% | -59.8% |
| YTD | -31.6% | +48.2% | -79.8% | -23.0% |
| 1Y | -25.8% | +45.7% | -71.5% | -16.3% |
| All | -25.8% | +44.7% | -70.5% | -16.3% |
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 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