+53.9%
LHX vs AFRM
-20.4%
+74.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.6% |
| 7D | -2.0% | -7.0% | +5.0% | -1.7% |
| 30D | -9.9% | -7.8% | -2.1% | -9.7% |
| 3M | -16.5% | +5.3% | -21.8% | -16.8% |
| 6M | -29.6% | +42.6% | -72.2% | -30.6% |
| YTD | -11.6% | -2.8% | -8.8% | -11.8% |
| 1Y | -4.1% | -19.3% | +15.2% | -4.0% |
| 3Y | +53.3% | +231.0% | -177.7% | +43.1% |
| 5Y | +22.3% | -22.2% | +44.5% | +14.0% |
| All | +53.9% | -20.4% | +74.3% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling