-29.3%
AFRM vs LBRT
-0.2%
-29.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.6% | -3.4% |
| 7D | -7.3% | -29.1% | +21.9% | -0.6% |
| 30D | -9.6% | -38.4% | +28.8% | -0.2% |
| 3M | -11.1% | -40.1% | +29.0% | -2.0% |
| 6M | +3.9% | -62.9% | +66.8% | +26.3% |
| YTD | -8.5% | -34.5% | +26.0% | -7.0% |
| 1Y | +3.3% | -30.2% | +33.5% | +2.3% |
| 3Y | +213.7% | -37.5% | +251.2% | +204.6% |
| 5Y | -58.5% | +7.6% | -66.1% | -62.4% |
| All | -29.3% | -0.2% | -29.1% | -36.4% |
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 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