+32.6%
LDOS vs ARWR
+85.8%
-53.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.5% |
| 7D | -1.3% | -19.9% | +18.6% | -0.3% |
| 30D | +10.1% | -18.7% | +28.8% | +11.1% |
| 3M | -4.7% | -44.7% | +40.0% | -2.0% |
| 6M | +5.6% | -36.5% | +42.1% | +7.6% |
| YTD | -25.1% | -25.7% | +0.6% | -24.5% |
| 1Y | -31.7% | +18.9% | -50.6% | -33.0% |
| All | +32.6% | +85.8% | -53.2% | +22.5% |
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