-26.4%
LBRT vs ARMK
+77.1%
-103.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -3.9% | -9.8% | -11.5% |
| 7D | -34.8% | -10.2% | -24.6% | -30.4% |
| 30D | -43.6% | -9.3% | -34.3% | -40.0% |
| 3M | -41.2% | -11.4% | -29.8% | -36.9% |
| 6M | -66.1% | +11.6% | -77.7% | -68.4% |
| YTD | -37.9% | +37.5% | -75.3% | -49.7% |
| 1Y | -33.9% | +34.9% | -68.8% | -46.0% |
| 3Y | -40.9% | +83.4% | -124.3% | -60.8% |
| 5Y | +2.1% | +87.9% | -85.8% | -35.3% |
| All | -26.4% | +77.1% | -103.5% | -56.4% |
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 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