-29.3%
AFRM vs LDOS
+35.4%
-64.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.3% |
| 7D | -7.3% | -7.2% | -0.1% | -4.5% |
| 30D | -9.6% | +16.8% | -26.4% | -15.4% |
| 3M | -11.1% | -1.6% | -9.5% | -10.9% |
| 6M | +3.9% | -1.0% | +4.8% | +3.1% |
| YTD | -8.5% | -25.8% | +17.3% | +3.0% |
| 1Y | +3.3% | -31.1% | +34.3% | +20.3% |
| 3Y | +213.7% | +32.8% | +180.9% | +155.4% |
| 5Y | -58.5% | +49.4% | -107.9% | -67.6% |
| All | -29.3% | +35.4% | -64.7% | -38.9% |
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