-27.7%
AFRM vs LBRT
-5.3%
-22.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -13.7% | +5.8% | -4.8% |
| 7D | -6.9% | -34.8% | +27.9% | +1.7% |
| 30D | -7.0% | -43.6% | +36.6% | +4.7% |
| 3M | -11.2% | -41.2% | +30.0% | -1.8% |
| 6M | +4.3% | -66.1% | +70.3% | +29.5% |
| YTD | -6.4% | -37.9% | +31.5% | -3.7% |
| 1Y | -2.6% | -33.9% | +31.3% | -2.3% |
| 3Y | +210.6% | -40.9% | +251.4% | +205.5% |
| 5Y | -57.6% | +2.1% | -59.7% | -61.1% |
| All | -27.7% | -5.3% | -22.4% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling