-31.7%
AFRM vs LCID
-97.8%
+66.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -11.3% | +8.4% | +1.2% |
| 7D | -5.5% | +9.2% | -14.7% | -9.4% |
| 30D | -15.5% | -3.0% | -12.5% | -16.0% |
| 3M | -10.3% | -50.2% | +39.9% | +13.2% |
| 6M | +0.6% | -45.8% | +46.5% | +13.5% |
| YTD | -11.5% | -69.2% | +57.7% | +19.4% |
| 1Y | -16.6% | -80.4% | +63.8% | +34.5% |
| 3Y | +193.5% | -91.4% | +285.0% | +430.5% |
| 5Y | -55.8% | -99.3% | +43.4% | +99.4% |
| All | -31.7% | -97.8% | +66.2% | +174.0% |
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