+88.1%
LNG vs AFRM
+235.6%
-147.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.5% |
| 7D | +3.4% | -7.0% | +10.4% | +3.8% |
| 30D | +14.9% | -7.8% | +22.7% | +15.2% |
| 3M | +21.4% | +5.3% | +16.1% | +20.6% |
| 6M | +17.8% | +42.6% | -24.8% | +14.4% |
| YTD | +51.3% | -2.8% | +54.1% | +50.8% |
| 1Y | +24.4% | -19.3% | +43.7% | +25.3% |
| All | +88.1% | +235.6% | -147.5% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling