+31.4%
LBRT vs ARWR
-34.9%
+66.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.9% |
| 7D | +9.2% | -17.8% | +27.0% | +11.5% |
| 30D | -27.5% | -18.1% | -9.4% | -25.9% |
| 3M | -37.9% | -44.2% | +6.3% | -33.5% |
| 6M | -60.7% | -38.6% | -22.1% | -58.6% |
| YTD | -28.5% | -28.0% | -0.5% | -26.7% |
| 1Y | -13.2% | +16.1% | -29.4% | -17.0% |
| 3Y | -28.8% | +84.0% | -112.8% | -41.1% |
| All | +31.4% | -34.9% | +66.3% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling