-58.3%
AFRM vs LH
+62.5%
-120.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -3.2% |
| 7D | -7.3% | +1.4% | -8.7% | -8.7% |
| 30D | -9.6% | +17.5% | -27.1% | -25.5% |
| 3M | -11.1% | +16.1% | -27.1% | -25.9% |
| 6M | +3.9% | +43.4% | -39.5% | -33.8% |
| YTD | -8.5% | +47.2% | -55.7% | -44.3% |
| 1Y | +3.3% | +50.1% | -46.9% | -39.0% |
| 3Y | +213.7% | +81.2% | +132.6% | +31.4% |
| All | -58.3% | +62.5% | -120.8% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling