-51.4%
AFRM vs LTH
+180.7%
-232.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -2.9% |
| 7D | -4.4% | -1.3% | -3.1% | -3.5% |
| 30D | -7.7% | +15.7% | -23.3% | -18.6% |
| 3M | -16.9% | +5.0% | -21.9% | -21.3% |
| 6M | +2.5% | +37.7% | -35.2% | -23.5% |
| YTD | -12.5% | +75.0% | -87.5% | -48.8% |
| 1Y | -11.0% | +82.6% | -93.7% | -49.9% |
| 3Y | +184.6% | +241.3% | -56.7% | -16.7% |
| 5Y | -56.3% | +135.4% | -191.7% | -85.1% |
| All | -51.4% | +180.7% | -232.1% | -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