+388.5%
LNG vs AFRM
-25.4%
+413.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +3.6% |
| 7D | +4.5% | -10.3% | +14.8% | +5.1% |
| 30D | +8.0% | -13.7% | +21.8% | +8.8% |
| 3M | +15.0% | -11.6% | +26.5% | +15.5% |
| 6M | +27.1% | +2.1% | +25.0% | +26.2% |
| YTD | +58.1% | -8.9% | +67.0% | +57.5% |
| 1Y | +45.0% | -9.7% | +54.7% | +44.2% |
| 3Y | +82.6% | +202.5% | -119.8% | +62.8% |
| 5Y | +206.8% | -55.3% | +262.2% | +169.8% |
| All | +388.5% | -25.4% | +413.9% | +325.1% |
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 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