-46.0%
AFRM vs LTH
+160.9%
-206.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.9% |
| 7D | -7.0% | -0.6% | -6.3% | -6.4% |
| 30D | -7.8% | -4.6% | -3.2% | -4.4% |
| 3M | +5.3% | +32.8% | -27.5% | -17.9% |
| 6M | +42.6% | +64.6% | -22.0% | -10.9% |
| YTD | -2.8% | +62.6% | -65.4% | -38.8% |
| 1Y | -19.3% | +49.9% | -69.3% | -46.0% |
| 3Y | +231.0% | +151.3% | +79.6% | +29.3% |
| All | -46.0% | +160.9% | -206.9% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling