+231.5%
AFL vs LBRT
-22.5%
+253.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.1% | -2.4% |
| 7D | +0.1% | -29.1% | +29.3% | +4.3% |
| 30D | +10.0% | -38.4% | +48.4% | +16.5% |
| 3M | -1.6% | -40.1% | +38.5% | +4.3% |
| 6M | +10.5% | -62.9% | +73.4% | +23.9% |
| YTD | +14.3% | -34.5% | +48.8% | +16.9% |
| 1Y | +11.4% | -30.2% | +41.6% | +12.5% |
| 3Y | +62.4% | -37.5% | +99.9% | +59.7% |
| 5Y | +144.8% | +7.6% | +137.2% | +110.8% |
| All | +231.5% | -22.5% | +253.9% | +133.3% |
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