-20.9%
AFRM vs LH
+31.5%
-52.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.0% |
| 7D | -7.0% | -2.5% | -4.5% | -4.1% |
| 30D | -7.8% | +4.3% | -12.1% | -12.2% |
| 3M | +5.3% | +25.5% | -20.2% | -20.3% |
| 6M | +42.6% | +17.0% | +25.7% | +17.3% |
| YTD | -2.8% | +31.3% | -34.1% | -31.4% |
| 1Y | -19.3% | +20.0% | -39.3% | -37.5% |
| 3Y | +231.0% | +63.9% | +167.1% | +58.6% |
| All | -20.9% | +31.5% | -52.4% | -47.0% |
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