-16.4%
LBRT vs ARWR
+1,011.7%
-1,028.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.5% | +3.1% |
| 7D | -1.9% | -19.9% | +18.0% | +1.8% |
| 30D | -32.0% | -18.7% | -13.3% | -29.7% |
| 3M | -39.7% | -44.7% | +5.0% | -33.4% |
| 6M | -61.1% | -36.5% | -24.6% | -58.4% |
| YTD | -29.4% | -25.7% | -3.7% | -27.4% |
| 1Y | -24.5% | +18.9% | -43.4% | -29.6% |
| 3Y | -28.1% | +83.1% | -111.2% | -43.7% |
| 5Y | +23.9% | -34.9% | +58.7% | +12.0% |
| All | -16.4% | +1,011.7% | -1,028.1% | -73.7% |
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