-57.6%
AFRM vs LSCC
+18.7%
-76.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -8.6% | +0.8% | -2.2% |
| 7D | -6.9% | -4.8% | -2.1% | -4.9% |
| 30D | -7.0% | -27.1% | +20.1% | +12.0% |
| 3M | -11.2% | -23.6% | +12.4% | +1.2% |
| 6M | +4.3% | -19.8% | +24.1% | +8.0% |
| YTD | -6.4% | +33.2% | -39.6% | -38.7% |
| 1Y | -2.6% | +55.2% | -57.8% | -44.1% |
| 3Y | +210.6% | +70.1% | +140.5% | +24.4% |
| 5Y | -57.6% | +19.5% | -77.1% | -79.7% |
| All | -57.6% | +18.7% | -76.3% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling