-31.6%
AFRM vs LCID
-97.5%
+65.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.7% | -7.8% | -4.8% |
| 7D | -8.4% | +24.8% | -33.2% | -16.2% |
| 30D | -18.3% | -0.5% | -17.7% | -19.4% |
| 3M | -12.7% | -43.0% | +30.3% | +5.1% |
| 6M | +3.0% | -40.5% | +43.6% | +12.6% |
| YTD | -11.4% | -64.3% | +52.9% | +13.6% |
| 1Y | -13.3% | -78.1% | +64.7% | +34.7% |
| 3Y | +194.0% | -90.1% | +284.1% | +404.8% |
| 5Y | -50.6% | -99.1% | +48.5% | +110.1% |
| All | -31.6% | -97.5% | +65.9% | +160.8% |
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