+64.0%
AFL vs LCID
-92.3%
+156.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.7% |
| 7D | -0.7% | +1.8% | -2.5% | -0.8% |
| 30D | -7.1% | -34.2% | +27.1% | -6.9% |
| 3M | +0.4% | -9.1% | +9.6% | +0.4% |
| 6M | +4.5% | -52.6% | +57.1% | +5.3% |
| YTD | +6.1% | -56.2% | +62.3% | +6.9% |
| 1Y | +10.6% | -74.9% | +85.4% | +12.4% |
| 3Y | +64.0% | -92.1% | +156.1% | +71.4% |
| All | +64.0% | -92.3% | +156.3% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling