-27.7%
AFRM vs LDOS
+38.6%
-66.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.1% | -7.9% | -7.9% |
| 7D | -6.9% | -3.7% | -3.2% | -5.6% |
| 30D | -7.0% | +16.4% | -23.4% | -12.8% |
| 3M | -11.2% | +7.4% | -18.6% | -14.5% |
| 6M | +4.3% | -0.3% | +4.6% | +3.3% |
| YTD | -6.4% | -24.0% | +17.6% | +4.3% |
| 1Y | -2.6% | -29.6% | +27.0% | +12.5% |
| 3Y | +210.6% | +35.1% | +175.4% | +151.2% |
| 5Y | -57.6% | +52.9% | -110.5% | -67.2% |
| All | -27.7% | +38.6% | -66.3% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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