+3,197.1%
LEN vs ARWR
-98.3%
+3,295.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -15.3% | +18.5% | +3.3% |
| 7D | +0.6% | -17.3% | +18.0% | +0.8% |
| 30D | +19.4% | -21.5% | +40.9% | +19.6% |
| 3M | +4.5% | -43.8% | +48.4% | +5.0% |
| 6M | +4.9% | -32.3% | +37.2% | +5.2% |
| YTD | -8.9% | -25.8% | +16.9% | -8.8% |
| 1Y | -23.0% | +25.5% | -48.5% | -23.2% |
| 3Y | -16.7% | +84.1% | -100.9% | -17.5% |
| 5Y | -4.5% | -39.2% | +34.8% | -4.7% |
| 10Y | +162.2% | +1,072.4% | -910.2% | +155.4% |
| All | +3,197.1% | -98.3% | +3,295.4% | +2,845.3% |
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