+31.4%
LBRT vs ARMK
+106.7%
-75.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +9.2% | +2.7% | +6.5% | +8.0% |
| 30D | -27.5% | -1.5% | -26.0% | -26.6% |
| 3M | -37.9% | -11.6% | -26.3% | -34.2% |
| 6M | -60.7% | +6.7% | -67.5% | -61.9% |
| YTD | -28.5% | +47.4% | -75.9% | -41.6% |
| 1Y | -13.2% | +41.5% | -54.7% | -27.7% |
| 3Y | -28.8% | +95.5% | -124.3% | -50.8% |
| All | +31.4% | +106.7% | -75.2% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling