-29.4%
AFRM vs LCID
-97.6%
+68.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.5% | -3.6% |
| 7D | -7.5% | +20.0% | -27.5% | -14.1% |
| 30D | -15.7% | -5.0% | -10.7% | -15.3% |
| 3M | -9.6% | -48.9% | +39.3% | +13.3% |
| 6M | +6.3% | -43.2% | +49.5% | +18.3% |
| YTD | -8.6% | -65.9% | +57.3% | +19.3% |
| 1Y | -7.6% | -79.2% | +71.6% | +46.5% |
| 3Y | +173.7% | -90.4% | +264.1% | +375.3% |
| 5Y | -56.9% | -99.2% | +42.3% | +88.9% |
| All | -29.4% | -97.6% | +68.2% | +173.9% |
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