-24.9%
AFRM vs LBRT
+71.8%
-96.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.7% | -2.9% |
| 7D | -7.0% | +8.3% | -15.2% | -8.7% |
| 30D | -7.8% | +6.1% | -13.9% | -9.5% |
| 3M | +5.3% | -34.8% | +40.1% | +14.6% |
| 6M | +42.6% | -24.8% | +67.5% | +47.4% |
| YTD | -2.8% | +12.2% | -15.0% | -11.3% |
| 1Y | -19.3% | +94.0% | -113.3% | -39.5% |
| 3Y | +231.0% | +31.3% | +199.7% | +174.9% |
| 5Y | -22.2% | +111.8% | -134.1% | -36.1% |
| All | -24.9% | +71.8% | -96.7% | -39.3% |
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