+35.9%
LDOS vs ARWR
+103.1%
-67.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | +0.4% |
| 7D | -3.7% | -5.0% | +1.3% | -3.5% |
| 30D | +16.4% | -6.6% | +23.0% | +16.8% |
| 3M | +7.4% | -33.9% | +41.3% | +9.6% |
| 6M | -0.3% | -23.3% | +23.0% | +0.7% |
| YTD | -24.0% | -13.5% | -10.6% | -23.9% |
| 1Y | -29.6% | +42.5% | -72.1% | -31.4% |
| All | +35.9% | +103.1% | -67.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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