-10.6%
AFRM vs LII
-28.3%
+17.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.9% |
| 7D | -7.5% | -1.2% | -6.4% | -7.0% |
| 30D | -15.7% | -2.0% | -13.7% | -15.4% |
| 3M | -9.6% | -20.2% | +10.6% | -2.2% |
| 6M | +6.3% | -32.5% | +38.8% | +20.2% |
| YTD | -8.6% | -27.4% | +18.8% | -4.9% |
| All | -10.6% | -28.3% | +17.8% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling