+220.9%
AFRM vs LII
-6.9%
+227.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.8% | -5.0% | -6.3% |
| 7D | -6.9% | +0.2% | -7.1% | -6.9% |
| 30D | -7.0% | -4.6% | -2.4% | -5.0% |
| 3M | -11.2% | -21.7% | +10.4% | +1.2% |
| 6M | +4.3% | -32.8% | +37.1% | +26.8% |
| YTD | -6.4% | -27.5% | +21.1% | +5.6% |
| 1Y | -2.6% | -28.0% | +25.4% | +10.2% |
| All | +220.9% | -6.9% | +227.8% | +285.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling