+67.3%
AFL vs LBRT
+21.3%
+46.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.0% |
| 7D | +0.6% | +8.7% | -8.1% | +0.2% |
| 30D | -6.2% | +6.6% | -12.8% | -6.5% |
| 3M | +2.2% | -34.5% | +36.6% | +4.2% |
| 6M | +5.3% | -24.5% | +29.8% | +6.2% |
| YTD | +8.0% | +12.7% | -4.8% | +5.6% |
| 1Y | +10.2% | +94.8% | -84.6% | +1.9% |
| All | +67.3% | +21.3% | +46.0% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling