+220.9%
AFRM vs LCID
-93.7%
+314.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -11.6% | +3.7% | -5.3% |
| 7D | -6.9% | -6.9% | 0.0% | -5.5% |
| 30D | -7.0% | -28.4% | +21.4% | -0.6% |
| 3M | -11.2% | -55.5% | +44.3% | +4.4% |
| 6M | +4.3% | -52.3% | +56.6% | +16.3% |
| YTD | -6.4% | -71.8% | +65.4% | +16.5% |
| 1Y | -2.6% | -82.7% | +80.1% | +36.6% |
| All | +220.9% | -93.7% | +314.5% | +463.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling