+33.5%
LBRT vs ARMK
+99.9%
-66.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | +8.3% | -2.4% | +10.7% | +9.6% |
| 30D | +6.1% | 0.0% | +6.1% | +5.8% |
| 3M | -34.8% | +6.7% | -41.4% | -37.5% |
| 6M | -24.8% | +38.8% | -63.6% | -39.1% |
| YTD | +12.2% | +55.2% | -43.0% | -15.6% |
| 1Y | +94.0% | +46.6% | +47.4% | +50.4% |
| 3Y | +31.3% | +112.9% | -81.6% | -21.0% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling