+77.6%
LMT vs AFRM
-20.4%
+98.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.4% |
| 7D | -6.3% | -7.0% | +0.7% | -6.3% |
| 30D | -8.5% | -7.8% | -0.7% | -8.5% |
| 3M | +1.8% | +5.3% | -3.5% | +1.8% |
| 6M | -19.9% | +42.6% | -62.6% | -20.0% |
| YTD | +10.6% | -2.8% | +13.4% | +10.6% |
| 1Y | +17.9% | -19.3% | +37.3% | +18.1% |
| 3Y | +27.0% | +231.0% | -204.0% | +24.7% |
| 5Y | +68.7% | -22.2% | +90.9% | +66.4% |
| All | +77.6% | -20.4% | +98.0% | +75.7% |
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 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