-20.9%
AFRM vs LDOS
+43.9%
-64.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | -7.0% | -5.4% | -1.5% | -4.7% |
| 30D | -7.8% | +4.9% | -12.7% | -10.1% |
| 3M | +5.3% | +7.2% | -1.9% | +1.0% |
| 6M | +42.6% | -24.2% | +66.9% | +62.1% |
| YTD | -2.8% | -25.8% | +23.0% | +11.1% |
| 1Y | -19.3% | -24.7% | +5.4% | -8.7% |
| 3Y | +231.0% | +39.3% | +191.7% | +149.8% |
| All | -20.9% | +43.9% | -64.8% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling