-29.4%
AFRM vs LNT
+84.9%
-114.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | -7.5% | +0.6% | -8.1% | -7.7% |
| 30D | -15.7% | +12.4% | -28.1% | -19.7% |
| 3M | -9.6% | +6.7% | -16.3% | -12.1% |
| 6M | +6.3% | +3.9% | +2.3% | +4.1% |
| YTD | -8.6% | +16.5% | -25.1% | -15.7% |
| 1Y | -7.6% | +12.5% | -20.1% | -13.3% |
| 3Y | +173.7% | +66.9% | +106.8% | +110.5% |
| 5Y | -56.9% | +56.1% | -113.0% | -63.0% |
| All | -29.4% | +84.9% | -114.3% | -25.9% |
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