-18.7%
LEN vs ARWR
+105.6%
-124.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.3% |
| 7D | +2.1% | -2.9% | +5.0% | +2.5% |
| 30D | +16.6% | -5.4% | +22.0% | +17.4% |
| 3M | +5.3% | -32.2% | +37.5% | +10.8% |
| 6M | -0.8% | -26.5% | +25.7% | +2.6% |
| YTD | -11.7% | -12.4% | +0.7% | -11.5% |
| 1Y | -24.6% | +46.9% | -71.5% | -30.5% |
| 3Y | -18.7% | +116.0% | -134.6% | -33.4% |
| All | -18.7% | +105.6% | -124.3% | -33.4% |
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 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