-50.7%
AFRM vs LTH
+186.2%
-236.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -4.0% |
| 7D | -8.4% | +6.4% | -14.8% | -13.0% |
| 30D | -18.3% | +16.7% | -35.0% | -28.6% |
| 3M | -12.7% | +11.7% | -24.4% | -21.4% |
| 6M | +3.0% | +48.5% | -45.5% | -27.8% |
| YTD | -11.4% | +78.4% | -89.8% | -48.9% |
| 1Y | -13.3% | +89.7% | -103.0% | -52.7% |
| 3Y | +194.0% | +245.6% | -51.6% | -14.6% |
| 5Y | -50.6% | +142.7% | -193.3% | -83.3% |
| All | -50.7% | +186.2% | -236.9% | -82.7% |
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