-28.1%
LEN vs ARWR
+20.0%
-48.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | +0.7% | -17.7% | +18.4% | +2.5% |
| 30D | +13.0% | -21.9% | +34.9% | +15.8% |
| 3M | +1.9% | -44.5% | +46.4% | +8.2% |
| 6M | -0.7% | -32.6% | +31.9% | +2.7% |
| YTD | -13.8% | -26.2% | +12.4% | -12.7% |
| 1Y | -28.1% | +23.0% | -51.0% | -32.2% |
| All | -28.1% | +20.0% | -48.0% | -32.2% |
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