+213.2%
AFL vs LBRT
+33.5%
+179.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +0.6% | +8.3% | -7.7% | -0.5% |
| 30D | -6.2% | +6.1% | -12.3% | -7.1% |
| 3M | +2.2% | -34.8% | +36.9% | +7.3% |
| 6M | +5.3% | -24.8% | +30.1% | +7.8% |
| YTD | +8.0% | +12.2% | -4.3% | +3.7% |
| 1Y | +10.2% | +94.0% | -83.7% | -3.9% |
| 3Y | +67.1% | +31.3% | +35.8% | +48.8% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling