+220.9%
AFRM vs LBRT
-41.2%
+262.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -13.7% | +5.8% | -5.1% |
| 7D | -6.9% | -34.8% | +27.9% | +0.9% |
| 30D | -7.0% | -43.6% | +36.6% | +3.6% |
| 3M | -11.2% | -41.2% | +30.0% | -2.7% |
| 6M | +4.3% | -66.1% | +70.3% | +28.3% |
| YTD | -6.4% | -37.9% | +31.5% | -7.2% |
| 1Y | -2.6% | -33.9% | +31.3% | -6.4% |
| All | +220.9% | -41.2% | +262.0% | +227.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling