+3,094.8%
LEN vs ARWR
-98.0%
+3,192.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.1% |
| 7D | +2.1% | -2.9% | +5.0% | +2.1% |
| 30D | +16.6% | -5.4% | +22.0% | +16.6% |
| 3M | +5.3% | -32.2% | +37.5% | +5.6% |
| 6M | -0.8% | -26.5% | +25.7% | -0.5% |
| YTD | -11.7% | -12.4% | +0.7% | -11.7% |
| 1Y | -24.6% | +46.9% | -71.5% | -24.9% |
| 3Y | -18.7% | +116.0% | -134.6% | -19.5% |
| 5Y | -4.4% | -28.0% | +23.5% | -4.8% |
| 10Y | +152.2% | +923.9% | -771.8% | +145.6% |
| All | +3,094.8% | -98.0% | +3,192.8% | +2,750.2% |
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 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