+220.9%
AFRM vs LDOS
+35.4%
+185.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.1% | -7.9% | -7.9% |
| 7D | -6.9% | -3.7% | -3.2% | -5.9% |
| 30D | -7.0% | +16.4% | -23.4% | -11.5% |
| 3M | -11.2% | +7.4% | -18.6% | -13.7% |
| 6M | +4.3% | -0.3% | +4.6% | +4.1% |
| YTD | -6.4% | -24.0% | +17.6% | +3.4% |
| 1Y | -2.6% | -29.6% | +27.0% | +10.7% |
| All | +220.9% | +35.4% | +185.5% | +220.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling