+132.4%
LEN vs ARWR
+1,024.2%
-891.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -5.8% | -17.8% | +12.1% | -3.4% |
| 30D | +13.7% | -18.1% | +31.9% | +16.6% |
| 3M | -3.9% | -44.2% | +40.3% | +3.8% |
| 6M | -0.4% | -38.6% | +38.3% | +5.5% |
| YTD | -16.8% | -28.0% | +11.2% | -14.4% |
| 1Y | -29.5% | +16.1% | -45.6% | -32.8% |
| 3Y | -25.6% | +84.0% | -109.6% | -37.3% |
| 5Y | -13.2% | -35.4% | +22.2% | -19.5% |
| All | +132.4% | +1,024.2% | -891.8% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling