-29.3%
AFRM vs LSCC
+141.6%
-171.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.1% | -9.4% | -6.8% |
| 7D | -7.3% | +13.0% | -20.3% | -15.3% |
| 30D | -9.6% | -19.8% | +10.3% | +1.8% |
| 3M | -11.1% | -18.4% | +7.3% | -3.3% |
| 6M | +3.9% | -16.1% | +20.0% | +4.5% |
| YTD | -8.5% | +42.7% | -51.2% | -41.9% |
| 1Y | +3.3% | +68.0% | -64.7% | -42.8% |
| 3Y | +213.7% | +85.8% | +127.9% | +25.4% |
| 5Y | -58.5% | +28.0% | -86.6% | -79.0% |
| All | -29.3% | +141.6% | -171.0% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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