-32.4%
AFRM vs LSCC
+158.5%
-190.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +2.4% |
| 7D | -4.4% | +7.0% | -11.4% | -9.2% |
| 30D | -7.7% | -2.3% | -5.4% | -9.5% |
| 3M | -16.9% | -12.5% | -4.3% | -14.1% |
| 6M | +2.5% | -10.6% | +13.1% | -1.2% |
| YTD | -12.5% | +52.7% | -65.2% | -47.2% |
| 1Y | -11.0% | +74.0% | -85.0% | -52.0% |
| 3Y | +184.6% | +104.8% | +79.8% | +6.3% |
| 5Y | -56.3% | +36.2% | -92.5% | -78.9% |
| All | -32.4% | +158.5% | -190.9% | -78.1% |
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