+5.2%
LVS vs AFRM
-23.1%
+28.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | -1.5% | -7.0% | +5.5% | -0.6% |
| 30D | -3.2% | -7.8% | +4.6% | -2.3% |
| 3M | -12.0% | +5.3% | -17.3% | -13.0% |
| 6M | -19.9% | +42.6% | -62.5% | -24.4% |
| YTD | -30.6% | -2.8% | -27.8% | -31.4% |
| 1Y | -17.7% | -19.3% | +1.6% | -17.1% |
| 3Y | -14.2% | +231.0% | -245.2% | -34.1% |
| All | +5.2% | -23.1% | +28.3% | -22.2% |
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