-29.6%
AFRM vs LNT
+85.3%
-114.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.7% |
| 7D | -10.3% | -0.2% | -10.0% | -10.2% |
| 30D | -13.7% | +11.6% | -25.3% | -17.6% |
| 3M | -11.6% | +8.2% | -19.7% | -14.5% |
| 6M | +2.1% | +3.1% | -1.0% | +0.4% |
| YTD | -8.9% | +16.8% | -25.6% | -16.0% |
| 1Y | -9.7% | +11.6% | -21.3% | -14.9% |
| 3Y | +202.5% | +67.4% | +135.1% | +132.4% |
| 5Y | -55.3% | +56.8% | -112.1% | -61.7% |
| All | -29.6% | +85.3% | -114.9% | -26.2% |
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