-4.5%
LHX vs AFRM
-15.0%
+10.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -2.1% |
| 7D | -2.4% | -7.0% | +4.5% | -2.3% |
| 30D | -10.4% | -7.8% | -2.6% | -10.2% |
| 3M | -16.9% | +5.3% | -22.2% | -17.0% |
| 6M | -29.9% | +42.6% | -72.6% | -31.1% |
| YTD | -12.0% | -2.8% | -9.2% | -12.2% |
| 1Y | -4.5% | -19.3% | +14.8% | -7.5% |
| All | -4.5% | -15.0% | +10.5% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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