+402.0%
LITE vs AFRM
-25.1%
+427.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.0% |
| 7D | -35.9% | -7.3% | -28.6% | -35.1% |
| 30D | -51.5% | -9.6% | -42.0% | -50.7% |
| 3M | -35.7% | -11.1% | -24.7% | -34.8% |
| 6M | -43.0% | +3.9% | -46.8% | -43.7% |
| YTD | +46.1% | -8.5% | +54.6% | +45.5% |
| 1Y | +124.7% | +3.3% | +121.5% | +119.4% |
| 3Y | +1,172.1% | +213.7% | +958.3% | +915.6% |
| 5Y | +477.0% | -58.5% | +535.5% | +376.6% |
| All | +402.0% | -25.1% | +427.1% | +280.4% |
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