-22.5%
LBRT vs ARMK
+85.0%
-107.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.5% | +0.9% | +2.8% |
| 7D | -29.1% | -2.6% | -26.5% | -27.7% |
| 30D | -38.4% | -5.2% | -33.2% | -36.1% |
| 3M | -40.1% | -6.5% | -33.5% | -37.6% |
| 6M | -62.9% | +15.3% | -78.2% | -66.1% |
| YTD | -34.5% | +43.6% | -78.1% | -48.3% |
| 1Y | -30.2% | +42.1% | -72.3% | -44.7% |
| 3Y | -37.5% | +94.0% | -131.5% | -59.9% |
| 5Y | +7.6% | +96.3% | -88.7% | -33.5% |
| All | -22.5% | +85.0% | -107.4% | -55.2% |
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