-16.2%
LBRT vs ARWR
+1,009.0%
-1,025.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -15.3% | +23.4% | +10.9% |
| 7D | -11.9% | -17.3% | +5.4% | -9.2% |
| 30D | -31.9% | -21.5% | -10.4% | -29.2% |
| 3M | -34.9% | -43.8% | +9.0% | -28.3% |
| 6M | -60.7% | -32.3% | -28.4% | -58.5% |
| YTD | -29.2% | -25.8% | -3.4% | -27.2% |
| 1Y | -23.6% | +25.5% | -49.1% | -29.6% |
| 3Y | -26.8% | +84.1% | -111.0% | -42.8% |
| 5Y | +16.3% | -39.2% | +55.5% | +6.9% |
| All | -16.2% | +1,009.0% | -1,025.2% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling