+49.1%
LHX vs AFRM
-25.2%
+74.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.8% | -8.5% | +3.7% | -4.5% |
| 30D | -12.7% | -11.4% | -1.4% | -12.4% |
| 3M | -17.6% | +8.2% | -25.9% | -18.0% |
| 6M | -30.7% | +36.6% | -67.3% | -31.7% |
| YTD | -14.3% | -8.7% | -5.7% | -14.4% |
| 1Y | -8.4% | -19.9% | +11.5% | -8.3% |
| 3Y | +56.7% | +202.6% | -145.9% | +46.7% |
| 5Y | +18.5% | -45.0% | +63.5% | +11.1% |
| All | +49.1% | -25.2% | +74.3% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling