+213.2%
AFL vs LBRT
+33.5%
+179.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | +0.6% | +8.7% | -8.1% | -0.6% |
| 30D | -6.2% | +6.6% | -12.8% | -7.1% |
| 3M | +2.2% | -34.5% | +36.6% | +7.2% |
| 6M | +5.3% | -24.5% | +29.8% | +7.7% |
| YTD | +8.0% | +12.7% | -4.8% | +3.6% |
| 1Y | +10.2% | +94.8% | -84.6% | -4.0% |
| 3Y | +67.1% | +31.9% | +35.2% | +48.7% |
| 5Y | +135.6% | +111.8% | +23.8% | +85.1% |
| All | +213.2% | +33.5% | +179.7% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded LBRT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling