-27.7%
AFRM vs LII
+31.6%
-59.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.8% | -5.0% | -5.3% |
| 7D | -6.9% | +0.2% | -7.1% | -6.9% |
| 30D | -7.0% | -4.6% | -2.4% | -4.0% |
| 3M | -11.2% | -21.7% | +10.4% | +9.3% |
| 6M | +4.3% | -32.8% | +37.1% | +41.3% |
| YTD | -6.4% | -27.5% | +21.1% | +12.2% |
| 1Y | -2.6% | -28.0% | +25.4% | +17.1% |
| 3Y | +210.6% | -7.2% | +217.8% | +132.4% |
| 5Y | -57.6% | +22.6% | -80.2% | -80.9% |
| All | -27.7% | +31.6% | -59.3% | -70.8% |
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