+229.9%
AFRM vs LBRT
+25.4%
+204.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +15.1% |
| 6M | +42.6% | -24.8% | +67.5% | +47.0% |
| YTD | -2.8% | +12.2% | -15.0% | -13.8% |
| 1Y | -19.3% | +94.0% | -113.3% | -45.4% |
| All | +229.9% | +25.4% | +204.5% | +164.0% |
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