+3.3%
AFRM vs LTH
+84.4%
-81.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.7% |
| 7D | -7.3% | +4.5% | -11.8% | -8.9% |
| 30D | -9.6% | +16.3% | -25.9% | -15.0% |
| 3M | -11.1% | +8.4% | -19.4% | -14.0% |
| 6M | +3.9% | +40.3% | -36.4% | -11.5% |
| YTD | -8.5% | +77.3% | -85.8% | -31.8% |
| 1Y | +3.3% | +88.0% | -84.7% | -27.3% |
| All | +3.3% | +84.4% | -81.2% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling