+375.1%
LITE vs AFRM
-23.4%
+398.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.8% | -10.8% | -17.5% |
| 7D | -44.6% | -6.9% | -37.6% | -43.9% |
| 30D | -55.0% | -7.0% | -48.1% | -54.4% |
| 3M | -38.3% | -11.2% | -27.1% | -37.4% |
| 6M | -48.8% | +4.3% | -53.0% | -49.4% |
| YTD | +38.3% | -6.4% | +44.7% | +37.3% |
| 1Y | +119.0% | -2.6% | +121.6% | +115.6% |
| 3Y | +1,092.0% | +210.6% | +881.4% | +852.5% |
| 5Y | +446.1% | -57.6% | +503.7% | +349.6% |
| All | +375.1% | -23.4% | +398.4% | +258.9% |
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