+173.7%
AFRM vs LCID
-90.9%
+264.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.5% | -2.2% |
| 7D | -7.5% | +20.0% | -27.5% | -11.4% |
| 30D | -15.7% | -5.0% | -10.7% | -15.4% |
| 3M | -9.6% | -48.9% | +39.3% | +3.1% |
| 6M | +6.3% | -43.2% | +49.5% | +14.2% |
| YTD | -8.6% | -65.9% | +57.3% | +9.3% |
| 1Y | -7.6% | -79.2% | +71.6% | +25.2% |
| 3Y | +173.7% | -90.4% | +264.1% | +324.9% |
| All | +173.7% | -90.9% | +264.6% | +324.9% |
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 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