+98.9%
LMT vs AFRM
-25.2%
+124.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -8.5% | -7.5% | -1.0% | -8.5% |
| 30D | +15.4% | -15.7% | +31.1% | +15.4% |
| 3M | +0.7% | -9.6% | +10.3% | +0.7% |
| 6M | +17.6% | +6.3% | +11.3% | +17.5% |
| YTD | +23.8% | -8.6% | +32.4% | +23.8% |
| 1Y | +31.6% | -7.6% | +39.2% | +31.7% |
| 3Y | +44.0% | +173.7% | -129.7% | +41.8% |
| 5Y | +98.8% | -56.9% | +155.7% | +95.7% |
| All | +98.9% | -25.2% | +124.0% | +96.7% |
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