-49.1%
AFRM vs LTH
+184.4%
-233.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.1% |
| 7D | -7.3% | +4.5% | -11.8% | -10.7% |
| 30D | -9.6% | +16.3% | -25.9% | -20.7% |
| 3M | -11.1% | +8.4% | -19.4% | -17.9% |
| 6M | +3.9% | +40.3% | -36.4% | -23.8% |
| YTD | -8.5% | +77.3% | -85.8% | -46.9% |
| 1Y | +3.3% | +88.0% | -84.7% | -43.2% |
| 3Y | +213.7% | +274.3% | -60.5% | -16.9% |
| 5Y | -58.5% | +142.9% | -201.4% | -85.9% |
| All | -49.1% | +184.4% | -233.5% | -82.1% |
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