-23.2%
LEN vs ARWR
+197.7%
-221.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -3.2% | +1.7% | -4.9% | -3.4% |
| 30D | -4.9% | -0.7% | -4.2% | -4.8% |
| 3M | -8.5% | +14.9% | -23.4% | -10.7% |
| 6M | -20.7% | +32.6% | -53.3% | -24.6% |
| YTD | -17.4% | +30.0% | -47.5% | -21.5% |
| 1Y | -38.2% | +208.4% | -246.6% | -49.4% |
| All | -23.2% | +197.7% | -221.0% | -42.6% |
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