-29.6%
AFRM vs LCID
-97.6%
+68.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.5% | +3.8% |
| 7D | -10.3% | +8.9% | -19.2% | -13.6% |
| 30D | -13.7% | +6.8% | -20.6% | -17.0% |
| 3M | -11.6% | -45.2% | +33.7% | +8.0% |
| 6M | +2.1% | -39.1% | +41.2% | +10.6% |
| YTD | -8.9% | -65.3% | +56.4% | +18.0% |
| 1Y | -9.7% | -78.4% | +68.7% | +41.0% |
| 3Y | +202.5% | -90.3% | +292.8% | +424.2% |
| 5Y | -55.3% | -99.2% | +43.9% | +93.9% |
| All | -29.6% | -97.6% | +68.0% | +170.8% |
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