-21.6%
AFRM vs LDOS
+38.5%
-60.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.7% |
| 7D | +3.1% | -2.8% | +5.9% | +4.2% |
| 30D | +1.1% | +13.6% | -12.5% | -4.3% |
| 3M | -3.2% | +4.2% | -7.5% | -5.6% |
| 6M | +12.7% | -8.2% | +20.9% | +15.7% |
| YTD | +1.6% | -24.1% | +25.6% | +13.3% |
| 1Y | +5.9% | -31.2% | +37.1% | +23.6% |
| 3Y | +237.0% | +35.0% | +202.0% | +172.7% |
| 5Y | -55.1% | +52.6% | -107.8% | -65.3% |
| All | -21.6% | +38.5% | -60.0% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling