+721.4%
LITE vs AFRM
-20.4%
+741.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +4.4% |
| 7D | -1.5% | -7.0% | +5.4% | -0.5% |
| 30D | +6.7% | -7.8% | +14.5% | +7.5% |
| 3M | -6.8% | +5.3% | -12.1% | -8.0% |
| 6M | +29.4% | +42.6% | -13.2% | +21.5% |
| YTD | +139.1% | -2.8% | +141.9% | +135.9% |
| 1Y | +521.0% | -19.3% | +540.3% | +526.9% |
| 3Y | +1,535.3% | +231.0% | +1,304.3% | +1,186.9% |
| 5Y | +889.8% | -22.2% | +912.1% | +676.6% |
| All | +721.4% | -20.4% | +741.8% | +516.5% |
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 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