+518.3%
LRCX vs AFRM
-20.4%
+538.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +5.6% |
| 7D | +1.9% | -7.0% | +8.9% | +3.2% |
| 30D | +0.1% | -7.8% | +7.9% | +1.3% |
| 3M | -8.5% | +5.3% | -13.8% | -9.6% |
| 6M | +38.1% | +42.6% | -4.6% | +28.0% |
| YTD | +80.1% | -2.8% | +82.9% | +78.1% |
| 1Y | +208.1% | -19.3% | +227.4% | +212.9% |
| 3Y | +350.2% | +231.0% | +119.2% | +219.9% |
| 5Y | +430.7% | -22.2% | +452.9% | +289.5% |
| All | +518.3% | -20.4% | +538.7% | +352.1% |
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