-29.3%
AFRM vs LII
+29.0%
-58.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -0.5% |
| 7D | -7.3% | -0.6% | -6.7% | -6.6% |
| 30D | -9.6% | -4.6% | -5.0% | -6.7% |
| 3M | -11.1% | -21.2% | +10.2% | +8.9% |
| 6M | +3.9% | -36.4% | +40.3% | +48.9% |
| YTD | -8.5% | -28.9% | +20.4% | +11.6% |
| 1Y | +3.3% | -29.5% | +32.8% | +26.7% |
| 3Y | +213.7% | -8.6% | +222.3% | +137.3% |
| 5Y | -58.5% | +20.2% | -78.7% | -81.0% |
| All | -29.3% | +29.0% | -58.4% | -70.9% |
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