-2.6%
AFRM vs LSCC
+55.0%
-57.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -8.6% | +0.8% | -6.1% |
| 7D | -6.9% | -4.8% | -2.1% | -6.0% |
| 30D | -7.0% | -27.1% | +20.1% | -1.2% |
| 3M | -11.2% | -23.6% | +12.4% | -7.1% |
| 6M | +4.3% | -19.8% | +24.1% | +7.0% |
| YTD | -6.4% | +33.2% | -39.6% | -16.7% |
| 1Y | -2.6% | +55.2% | -57.8% | -22.4% |
| All | -2.6% | +55.0% | -57.6% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling