+207.7%
AFL vs LBRT
+38.7%
+169.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.7% | -2.3% |
| 7D | -0.7% | +6.9% | -7.7% | -1.7% |
| 30D | -7.1% | +7.8% | -14.9% | -8.2% |
| 3M | +0.4% | -25.3% | +25.7% | +3.5% |
| 6M | +4.5% | -19.6% | +24.1% | +6.0% |
| YTD | +6.1% | +17.2% | -11.1% | +1.3% |
| 1Y | +10.6% | +114.1% | -103.5% | -5.0% |
| 3Y | +64.0% | +27.0% | +37.0% | +47.1% |
| 5Y | +133.7% | +128.3% | +5.4% | +81.6% |
| All | +207.7% | +38.7% | +169.0% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling