-29.4%
AFRM vs LII
+31.9%
-61.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -2.1% |
| 7D | -7.5% | -1.2% | -6.4% | -6.4% |
| 30D | -15.7% | -2.0% | -13.7% | -15.1% |
| 3M | -9.6% | -20.2% | +10.6% | +9.5% |
| 6M | +6.3% | -32.5% | +38.8% | +44.0% |
| YTD | -8.6% | -27.4% | +18.8% | +9.3% |
| 1Y | -7.6% | -28.2% | +20.6% | +11.4% |
| 3Y | +173.7% | -7.2% | +180.9% | +105.7% |
| 5Y | -56.9% | +19.9% | -76.8% | -80.5% |
| All | -29.4% | +31.9% | -61.3% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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