-10.9%
LEN vs ARWR
+29.5%
-40.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.6% |
| 7D | -2.9% | +2.9% | -5.7% | -3.4% |
| 30D | -8.9% | -2.9% | -6.0% | -8.4% |
| 3M | -10.9% | +15.2% | -26.1% | -13.9% |
| 6M | -19.7% | +42.3% | -61.9% | -25.9% |
| YTD | -20.6% | +28.2% | -48.8% | -25.6% |
| 1Y | -42.4% | +213.2% | -255.7% | -55.8% |
| 3Y | -26.5% | +184.6% | -211.2% | -47.3% |
| 5Y | -10.9% | +29.2% | -40.2% | -31.3% |
| All | -10.9% | +29.5% | -40.5% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling