-57.6%
AFRM vs LTH
+155.3%
-212.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.8% | -8.6% | -8.5% |
| 7D | -6.9% | +5.3% | -12.2% | -11.0% |
| 30D | -7.0% | +18.3% | -25.2% | -19.8% |
| 3M | -11.2% | +5.4% | -16.6% | -16.3% |
| 6M | +4.3% | +62.5% | -58.3% | -34.4% |
| YTD | -6.4% | +79.6% | -86.1% | -47.1% |
| 1Y | -2.6% | +88.1% | -90.7% | -47.2% |
| 3Y | +210.6% | +272.5% | -61.9% | -20.6% |
| 5Y | -57.6% | +146.1% | -203.7% | -86.3% |
| All | -57.6% | +155.3% | -212.9% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling