+5.3%
LVS vs AFRM
-58.9%
+64.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.1% |
| 7D | +11.1% | -7.3% | +18.4% | +12.3% |
| 30D | +14.7% | -9.6% | +24.2% | +16.2% |
| 3M | -10.9% | -11.1% | +0.1% | -9.8% |
| 6M | -22.3% | +3.9% | -26.2% | -23.6% |
| YTD | -35.8% | -8.5% | -27.3% | -36.2% |
| 1Y | -33.5% | +3.3% | -36.7% | -35.3% |
| 3Y | -11.7% | +213.7% | -225.4% | -33.6% |
| All | +5.3% | -58.9% | +64.2% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling