+511.9%
LDOS vs ARWR
+31.7%
+480.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.8% | +0.5% |
| 7D | -2.8% | +2.4% | -5.2% | -2.9% |
| 30D | +13.6% | -1.1% | +14.7% | +13.6% |
| 3M | +4.2% | -31.2% | +35.4% | +6.0% |
| 6M | -8.2% | -19.3% | +11.1% | -7.6% |
| YTD | -24.1% | -7.1% | -17.0% | -24.2% |
| 1Y | -31.2% | +62.9% | -94.1% | -33.4% |
| 3Y | +35.0% | +119.0% | -84.0% | +26.1% |
| 5Y | +52.6% | -24.4% | +77.0% | +47.3% |
| 10Y | +261.9% | +985.4% | -723.5% | +199.1% |
| All | +511.9% | +31.7% | +480.1% | +428.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling