+149.1%
AFL vs LBRT
+16.1%
+133.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | +0.3% |
| 7D | +0.5% | -11.9% | +12.4% | +1.3% |
| 30D | +9.3% | -31.9% | +41.3% | +12.4% |
| 3M | +1.0% | -34.9% | +35.9% | +4.0% |
| 6M | +11.8% | -60.7% | +72.5% | +20.0% |
| YTD | +15.3% | -29.2% | +44.5% | +15.5% |
| 1Y | +12.1% | -23.6% | +35.7% | +11.0% |
| 3Y | +65.0% | -26.8% | +91.8% | +58.1% |
| 5Y | +149.1% | +16.3% | +132.8% | +113.4% |
| All | +149.1% | +16.1% | +133.0% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling