+2,889.6%
LEN vs ARWR
-97.0%
+2,986.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -3.2% | +1.7% | -4.9% | -3.2% |
| 30D | -4.9% | -0.7% | -4.2% | -4.9% |
| 3M | -8.5% | +14.9% | -23.4% | -8.6% |
| 6M | -20.7% | +32.6% | -53.3% | -20.9% |
| YTD | -17.4% | +30.0% | -47.5% | -17.7% |
| 1Y | -38.2% | +208.4% | -246.6% | -38.9% |
| 3Y | -24.9% | +208.8% | -233.7% | -25.9% |
| 5Y | -11.4% | +27.8% | -39.3% | -12.2% |
| 10Y | +110.0% | +1,107.6% | -997.5% | +104.1% |
| All | +2,889.6% | -97.0% | +2,986.7% | +2,558.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling