+19.2%
LHX vs AFRM
-22.6%
+41.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -1.9% |
| 7D | -3.7% | -8.0% | +4.3% | -3.4% |
| 30D | -13.2% | -9.8% | -3.4% | -12.9% |
| 3M | -18.4% | +4.7% | -23.0% | -18.6% |
| 6M | -32.0% | +34.1% | -66.1% | -32.9% |
| YTD | -13.6% | -8.4% | -5.2% | -13.8% |
| 1Y | -6.0% | -22.9% | +17.0% | -5.7% |
| 3Y | +57.9% | +203.3% | -145.3% | +46.8% |
| 5Y | +19.2% | -26.0% | +45.2% | +10.5% |
| All | +19.2% | -22.6% | +41.8% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling