+247.7%
AFL vs LCID
-95.9%
+343.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.2% |
| 7D | -3.3% | -9.1% | +5.8% | -3.1% |
| 30D | -5.0% | -37.6% | +32.6% | -4.1% |
| 3M | -1.8% | -11.1% | +9.3% | -1.9% |
| 6M | +4.8% | -59.2% | +64.0% | +6.4% |
| YTD | +5.4% | -60.5% | +65.9% | +7.0% |
| 1Y | +9.0% | -78.5% | +87.5% | +12.2% |
| 3Y | +63.0% | -92.8% | +155.9% | +70.2% |
| 5Y | +134.5% | -97.9% | +232.4% | +149.8% |
| All | +247.7% | -95.9% | +343.7% | +282.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling