-25.2%
AFRM vs LNT
+71.4%
-96.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +3.1% | +1.0% | +2.0% | +2.6% |
| 30D | -4.2% | -1.1% | -3.1% | -3.9% |
| 3M | +10.1% | -3.6% | +13.7% | +11.6% |
| 6M | +39.4% | -2.7% | +42.1% | +40.1% |
| YTD | -3.2% | +8.0% | -11.2% | -7.8% |
| 1Y | -16.1% | +10.5% | -26.5% | -21.2% |
| 3Y | +220.8% | +49.6% | +171.2% | +158.4% |
| 5Y | -17.7% | +32.2% | -49.9% | -31.5% |
| All | -25.2% | +71.4% | -96.6% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling