+256.7%
LH vs ARWR
+1,024.2%
-767.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +1.1% | -17.8% | +18.9% | +2.9% |
| 30D | +16.7% | -18.1% | +34.9% | +18.9% |
| 3M | +15.1% | -44.2% | +59.3% | +21.4% |
| 6M | +46.3% | -38.6% | +85.0% | +52.2% |
| YTD | +48.8% | -28.0% | +76.8% | +51.6% |
| 1Y | +39.7% | +16.1% | +23.6% | +34.7% |
| 3Y | +87.0% | +84.0% | +3.1% | +63.8% |
| 5Y | +53.0% | -35.4% | +88.4% | +44.1% |
| All | +256.7% | +1,024.2% | -767.5% | +163.0% |
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