+220.9%
AFRM vs LTH
+273.3%
-52.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.8% | -8.6% | -8.3% |
| 7D | -6.9% | +5.3% | -12.2% | -9.7% |
| 30D | -7.0% | +18.3% | -25.2% | -15.7% |
| 3M | -11.2% | +5.4% | -16.6% | -14.4% |
| 6M | +4.3% | +62.5% | -58.3% | -23.6% |
| YTD | -6.4% | +79.6% | -86.1% | -36.1% |
| 1Y | -2.6% | +88.1% | -90.7% | -35.4% |
| All | +220.9% | +273.3% | -52.5% | +66.2% |
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