-24.9%
AFRM vs LII
+46.8%
-71.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | +5.3% | -24.4% | +29.8% | +30.9% |
| 6M | +42.6% | -28.7% | +71.3% | +83.2% |
| YTD | -2.8% | -19.1% | +16.4% | +6.9% |
| 1Y | -19.3% | -29.7% | +10.4% | +1.0% |
| 3Y | +231.0% | +4.8% | +226.2% | +122.9% |
| 5Y | -22.2% | +24.6% | -46.8% | -66.8% |
| All | -24.9% | +46.8% | -71.7% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling