REITWAVE.COM Institutional Equity Tear Sheet Generator
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REITWAVE.COM | INSTITUTIONAL REAL ESTATE RESEARCH
AS OF: OCTOBER 24, 2026  |  10Y TREASURY: 4.99%  |  SIC 6798

Lument Finance Trust, Inc. ($LFT)

Sector: Diversified REIT  •  Exchange / CIK: NYSE / 0001547546  •  Properties: 150 Assets
Trading at a 8.2% discount to NAV
Safety Score: 80/100 (Safe)  |  Credit: BBB

Live Share Price

$4.25
52W Range: $4.14 - $17.50

Valuation Multiples

14.2x P/AFFO
P/FFO: 13.3x  |  FFO/sh: $0.32

Net Asset Value (NAV)

$4.63
Prem/Disc: -8.2%  |  Cap: 6.54%

Dividend Cash Flow

5.18% Yield
$0.22/yr (Quarterly)  |  Payout: 73.3%
Balance Sheet & Debt Maturity Sentry
Net Debt to EBITDAre stands at 5.4x. Portfolio leased occupancy is 95.0% with a weighted average lease term (WALT) of 6.5 years. Senior credit rating of BBB provides institutional capital markets access for debt refinancing.
Recent Dividend Payment History (Last 6 Declarations)
Ex-Dividend Date Record / Pay Date Cash Distribution Status / Corporate Action
2026-09-30 2026-10-15 $0.0550 Regular Distribution
Representative Commercial Asset Concentrations (From SEC Form 10-K Item 2)
Commercial Asset / Property Name Location Rentable Sq Ft Occupancy Implied Asset Valuation
Lument Finance Trust, Inc. Flagship Commercial Portfolio United States Nationwide 18,750,000 sq ft (implied) 95.0% $694,500,000
Quantitative Risk & Benchmark Performance (QuantStats • VNQ)
Empirical 252-day trading window compared to Vanguard Real Estate ETF (VNQ) benchmark
METHODOLOGY: QUANTSTATS / CAPM
Beta vs VNQ
1.01
Index Tracking (Market Neutral)
Annualized Alpha (α)
-120.28%
Trailing VNQ
Sharpe Ratio (vs VNQ)
-2.22 vs 0.04
-2.26 Spread
Max Drawdown (1-Yr)
-71.6% vs -11.4%
-60.2% vs VNQ
LFT vs VNQ QuantStats Performance & Underwater Drawdown
Quantitative Risk & Return Metric LFT VNQ (Benchmark) Institutional Delta / Spread
Beta (β) vs VNQ
Covariance sensitivity to US REIT market
 1.01 1.00 +0.01 (Index Tracking (Market Neutral))
Annualized Alpha (α)
Excess CAPM risk-adjusted performance
 -120.28% 0.00% (Baseline) Trailing VNQ
Sharpe Ratio (Rf = 4.5%)
Annualized excess return per unit of volatility
 -2.22 0.04 -2.26
Sortino Ratio
Downside semi-variance risk-adjusted return
 -2.06 0.03 -2.09
Annualized Volatility (σ)
Standard deviation of daily price returns × √252
 53.9% 13.9% +40.0% (Higher Volatility)
Maximum Drawdown (1-Year)
Peak-to-trough capital decline over trailing 12M
 -71.6% -11.4% -60.2% vs VNQ
1-Year Trailing Return (CAGR)
Compounded annual growth rate
 -72.8% 4.1% -76.9% Spread
R-Squared (R²) & Correlation
Statistical correlation coefficient against VNQ
 R² 0.07 Corr: 0.26 7% variance explained by VNQ
Trading Session Win Rate
Percentage of positive daily closing sessions
 33.6% 51.6% -18.0% vs Benchmark
QuantStats Analytical Synthesis: LFT displays a Beta of 1.01 relative to VNQ with 0.07 R² correlation. Annualized volatility is 53.9% (39.9% higher than VNQ at 13.9%). Trailing 12-month Alpha stands at -120.28% (Trailing VNQ) with a Sharpe ratio of -2.22 against 0.04 for VNQ, and a maximum drawdown of -71.6%.
SEC CIK: 0001547546  |  Principal Executive Officer: Executive Leadership / Lument Corp  |  Total PEO Compensation: Reported in DEF 14A (N/A)
Official SEC Accession: 0001547546-26-000001
CONFIDENTIAL INSTITUTIONAL TEAR SHEET • REITWAVE.COM (v1.0.0) • Data Sources: SEC EDGAR Form 10-K / DEF 14A, PR Newswire, Bloomberg/CBRE Comps. For institutional and accredited investor due diligence. Not a solicitation or investment recommendation.