+194.0%
AFRM vs LBRT
-30.4%
+224.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.4% |
| 7D | -8.4% | -15.7% | +7.3% | -5.5% |
| 30D | -18.3% | -34.3% | +16.0% | -11.6% |
| 3M | -12.7% | -40.6% | +27.9% | -4.1% |
| 6M | +3.0% | -62.0% | +65.0% | +24.5% |
| YTD | -11.4% | -31.6% | +20.2% | -13.9% |
| 1Y | -13.3% | -25.8% | +12.5% | -19.1% |
| 3Y | +194.0% | -30.4% | +224.4% | +189.0% |
| All | +194.0% | -30.4% | +224.4% | +189.0% |
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