-25.2%
AFRM vs LH
+81.4%
-106.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.3% |
| 7D | +3.1% | -0.8% | +3.9% | +4.1% |
| 30D | -4.2% | +2.0% | -6.2% | -6.1% |
| 3M | +10.1% | +24.3% | -14.1% | -13.5% |
| 6M | +39.4% | +21.1% | +18.4% | +12.5% |
| YTD | -3.2% | +30.4% | -33.6% | -28.9% |
| 1Y | -16.1% | +18.4% | -34.4% | -32.3% |
| 3Y | +220.8% | +65.5% | +155.3% | +66.5% |
| 5Y | -17.7% | +29.9% | -47.5% | -48.5% |
| All | -25.2% | +81.4% | -106.6% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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