-24.9%
AFRM vs LNT
+69.8%
-94.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -7.0% | -0.1% | -6.9% | -6.9% |
| 30D | -7.8% | -3.2% | -4.6% | -6.6% |
| 3M | +5.3% | -4.1% | +9.4% | +6.8% |
| 6M | +42.6% | -4.6% | +47.2% | +44.6% |
| YTD | -2.8% | +7.0% | -9.8% | -7.1% |
| 1Y | -19.3% | +8.3% | -27.6% | -23.5% |
| 3Y | +231.0% | +51.0% | +180.0% | +165.8% |
| 5Y | -22.2% | +30.2% | -52.4% | -35.2% |
| All | -24.9% | +69.8% | -94.7% | -18.4% |
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