+33.5%
LBRT vs ARWR
+1,844.6%
-1,811.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +8.7% | +1.7% | +7.1% | +8.4% |
| 30D | +6.6% | -0.7% | +7.3% | +6.7% |
| 3M | -34.5% | +14.9% | -49.3% | -36.5% |
| 6M | -24.5% | +32.6% | -57.1% | -29.5% |
| YTD | +12.7% | +30.0% | -17.3% | +5.6% |
| 1Y | +94.8% | +208.4% | -113.5% | +52.6% |
| 3Y | +31.9% | +208.8% | -176.9% | -5.8% |
| 5Y | +111.8% | +27.8% | +84.0% | +69.0% |
| All | +33.5% | +1,844.6% | -1,811.1% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling