-20.9%
AFRM vs LII
+25.3%
-46.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.7% |
| 7D | -7.0% | -0.7% | -6.2% | -6.4% |
| 30D | -7.8% | -12.6% | +4.8% | +4.6% |
| 3M | +5.3% | -24.4% | +29.8% | +31.7% |
| 6M | +42.6% | -28.7% | +71.3% | +84.5% |
| YTD | -2.8% | -19.1% | +16.4% | +6.7% |
| 1Y | -19.3% | -29.7% | +10.4% | +1.4% |
| 3Y | +231.0% | +4.8% | +226.2% | +106.8% |
| All | -20.9% | +25.3% | -46.2% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling