-20.9%
AFRM vs LPLA
+145.4%
-166.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | -7.0% | -3.1% | -3.9% | -5.0% |
| 30D | -7.8% | -0.1% | -7.7% | -7.9% |
| 3M | +5.3% | +23.2% | -17.9% | -9.2% |
| 6M | +42.6% | +15.5% | +27.1% | +26.7% |
| YTD | -2.8% | +0.9% | -3.7% | -6.2% |
| 1Y | -19.3% | +0.2% | -19.5% | -22.9% |
| 3Y | +231.0% | +55.2% | +175.7% | +123.8% |
| All | -20.9% | +145.4% | -166.4% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 5y: compounded portfolio wealth divided by compounded LPLA 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…
5y analysis · Full analysis span regression · 6 months rolling