+191.9%
LH vs ARWR
+978.7%
-786.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | -0.9% |
| 7D | -3.2% | -3.2% | 0.0% | -2.9% |
| 30D | +0.1% | -6.5% | +6.6% | +0.8% |
| 3M | +18.6% | +12.7% | +6.0% | +16.7% |
| 6M | +17.9% | +36.2% | -18.3% | +13.4% |
| YTD | +28.9% | +24.5% | +4.5% | +24.9% |
| 1Y | +16.6% | +198.0% | -181.4% | +2.2% |
| 3Y | +63.6% | +176.4% | -112.8% | +37.7% |
| 5Y | +30.0% | +26.6% | +3.5% | +14.6% |
| 10Y | +191.9% | +1,054.1% | -862.1% | +109.1% |
| All | +191.9% | +978.7% | -786.8% | +109.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling