-29.3%
AFRM vs LCID
-97.8%
+68.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.4% | -12.6% | -6.1% |
| 7D | -7.3% | +8.9% | -16.2% | -10.6% |
| 30D | -9.6% | -15.4% | +5.9% | -5.0% |
| 3M | -11.1% | -52.9% | +41.8% | +15.1% |
| 6M | +3.9% | -46.8% | +50.7% | +18.3% |
| YTD | -8.5% | -68.9% | +60.4% | +23.7% |
| 1Y | +3.3% | -81.7% | +84.9% | +72.0% |
| 3Y | +213.7% | -92.4% | +306.1% | +500.9% |
| 5Y | -58.5% | -99.2% | +40.7% | +86.9% |
| All | -29.3% | -97.8% | +68.5% | +184.1% |
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