-4.4%
LVS vs AFRM
+221.8%
-226.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.3% | +3.1% | -2.7% | -0.1% |
| 30D | -3.9% | -4.2% | +0.3% | -3.5% |
| 3M | -12.9% | +10.1% | -23.0% | -14.2% |
| 6M | -16.9% | +39.4% | -56.4% | -20.9% |
| YTD | -31.2% | -3.2% | -28.1% | -32.0% |
| 1Y | -16.4% | -16.1% | -0.3% | -16.4% |
| 3Y | -4.4% | +220.8% | -225.2% | -22.4% |
| All | -4.4% | +221.8% | -226.2% | -22.4% |
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