-19.3%
AFRM vs LBRT
+101.6%
-120.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.5% |
| 7D | -7.0% | +8.7% | -15.7% | -6.3% |
| 30D | -7.8% | +6.6% | -14.4% | -7.3% |
| 3M | +5.3% | -34.5% | +39.8% | +1.5% |
| 6M | +42.6% | -24.5% | +67.1% | +39.7% |
| YTD | -2.8% | +12.7% | -15.5% | -3.5% |
| 1Y | -19.3% | +94.8% | -114.2% | -15.8% |
| All | -19.3% | +101.6% | -120.9% | -15.8% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling