-24.9%
AFRM vs LSCC
+166.7%
-191.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -4.0% |
| 7D | -7.0% | +1.3% | -8.3% | -7.7% |
| 30D | -7.8% | -9.7% | +1.9% | -2.3% |
| 3M | +5.3% | -23.7% | +29.0% | +20.8% |
| 6M | +42.6% | +26.5% | +16.2% | +9.1% |
| YTD | -2.8% | +57.5% | -60.3% | -39.7% |
| 1Y | -19.3% | +75.7% | -95.0% | -55.5% |
| 3Y | +231.0% | +19.5% | +211.5% | +117.4% |
| 5Y | -22.2% | +83.8% | -106.0% | -66.7% |
| All | -24.9% | +166.7% | -191.6% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling