-29.3%
AFRM vs LNT
+82.9%
-112.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | -7.3% | +1.4% | -8.7% | -7.8% |
| 30D | -9.6% | +12.3% | -21.9% | -13.8% |
| 3M | -11.1% | +5.3% | -16.4% | -13.1% |
| 6M | +3.9% | +2.0% | +1.8% | +2.6% |
| YTD | -8.5% | +15.3% | -23.8% | -15.3% |
| 1Y | +3.3% | +12.3% | -9.0% | -3.1% |
| 3Y | +213.7% | +59.1% | +154.6% | +145.8% |
| 5Y | -58.5% | +51.7% | -110.2% | -64.7% |
| All | -29.3% | +82.9% | -112.2% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling