+229.9%
AFRM vs LCID
-92.6%
+322.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.4% | -3.0% |
| 7D | -7.0% | -6.6% | -0.4% | -5.5% |
| 30D | -7.8% | -30.1% | +22.4% | -0.3% |
| 3M | +5.3% | -17.6% | +22.9% | +5.1% |
| 6M | +42.6% | -54.4% | +97.1% | +64.3% |
| YTD | -2.8% | -55.7% | +52.9% | +11.6% |
| 1Y | -19.3% | -71.0% | +51.7% | +2.4% |
| All | +229.9% | -92.6% | +322.5% | +547.3% |
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