-42.4%
LEN vs ARWR
+200.0%
-242.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.7% |
| 7D | -2.9% | +2.9% | -5.7% | -3.1% |
| 30D | -8.9% | -2.9% | -6.0% | -8.6% |
| 3M | -10.9% | +15.2% | -26.1% | -12.5% |
| 6M | -19.7% | +42.3% | -61.9% | -23.2% |
| YTD | -20.6% | +28.2% | -48.8% | -23.7% |
| 1Y | -42.4% | +213.2% | -255.7% | -51.5% |
| All | -42.4% | +200.0% | -242.4% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling