-29.7%
LBRT vs ARWR
+85.8%
-115.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.5% | +3.2% |
| 7D | -1.9% | -19.9% | +18.0% | +1.0% |
| 30D | -32.0% | -18.7% | -13.3% | -30.2% |
| 3M | -39.7% | -44.7% | +5.0% | -34.7% |
| 6M | -61.1% | -36.5% | -24.6% | -58.9% |
| YTD | -29.4% | -25.7% | -3.7% | -27.8% |
| 1Y | -24.5% | +18.9% | -43.4% | -28.7% |
| All | -29.7% | +85.8% | -115.4% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling