sotnkρ +0.42beyond mkt +0.22holdout +0.36stable 100%robust
LFT Lument Finance Trust, Inc.
- Last close
- 4.12
- 504-day return
- -78.59%
- Median $/day
- $207k
- Relationships shown
- 12
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
LFT vs REFI
Both indexed to 100 at 2026-05-11.
Moves with LFT
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.39beyond mkt +0.18holdout +0.43stable 100%robust
ρ +0.32beyond mkt +0.17holdout +0.26stable 100%robust
ρ +0.35beyond mkt +0.17holdout +0.39stable 100%robust
ρ +0.41beyond mkt +0.17holdout +0.37stable 100%robust
ρ +0.37beyond mkt +0.15holdout +0.31stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.47holdout +0.41stable 88%robust
horizon 10dρ +0.44holdout +0.31stable 62%moderate
horizon 10dρ +0.43holdout +0.10stable 38%moderate
horizon 10dρ +0.42holdout +0.46stable 62%moderate
horizon 10dρ +0.41holdout +0.29stable 88%robust
horizon 10dρ +0.41holdout +0.36stable 88%robust
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.55recent -0.45prior +0.10beyond mkt +0.01
Δ -0.52recent -0.47prior +0.05beyond mkt -0.08
Δ -0.51recent -0.34prior +0.17beyond mkt +0.05
Δ -0.51recent -0.33prior +0.19beyond mkt -0.02
Δ -0.50recent -0.17prior +0.33beyond mkt +0.03
Δ -0.49recent -0.19prior +0.31beyond mkt +0.05