+229.9%
AFRM vs LTH
+152.2%
+77.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | -7.0% | -0.6% | -6.3% | -6.5% |
| 30D | -7.8% | -4.6% | -3.2% | -5.2% |
| 3M | +5.3% | +32.8% | -27.5% | -12.9% |
| 6M | +42.6% | +64.6% | -22.0% | -0.3% |
| YTD | -2.8% | +62.6% | -65.4% | -31.5% |
| 1Y | -19.3% | +49.9% | -69.3% | -40.2% |
| All | +229.9% | +152.2% | +77.7% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling