-49.2%
AFRM vs LTH
+183.0%
-232.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -7.5% | +7.0% | -14.5% | -12.6% |
| 30D | -15.7% | +15.4% | -31.1% | -25.6% |
| 3M | -9.6% | +7.0% | -16.6% | -15.7% |
| 6M | +6.3% | +46.9% | -40.6% | -24.8% |
| YTD | -8.6% | +76.4% | -85.0% | -46.8% |
| 1Y | -7.6% | +83.7% | -91.3% | -48.2% |
| 3Y | +173.7% | +248.9% | -75.2% | -21.6% |
| 5Y | -56.9% | +141.8% | -198.7% | -85.3% |
| All | -49.2% | +183.0% | -232.2% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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