-20.9%
AFRM vs LBRT
+114.2%
-135.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.7% | -2.9% |
| 7D | -7.0% | +8.3% | -15.2% | -9.1% |
| 30D | -7.8% | +6.1% | -13.9% | -9.8% |
| 3M | +5.3% | -34.8% | +40.1% | +16.5% |
| 6M | +42.6% | -24.8% | +67.5% | +48.1% |
| YTD | -2.8% | +12.2% | -15.0% | -13.3% |
| 1Y | -19.3% | +94.0% | -113.3% | -43.8% |
| 3Y | +231.0% | +31.3% | +199.7% | +159.6% |
| All | -20.9% | +114.2% | -135.1% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling