+60.4%
LH vs ARWR
-28.9%
+89.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | +1.4% | -2.9% | +4.3% | +1.7% |
| 30D | +17.5% | -5.4% | +22.9% | +18.1% |
| 3M | +16.1% | -32.2% | +48.3% | +20.4% |
| 6M | +43.4% | -26.5% | +69.9% | +46.8% |
| YTD | +47.2% | -12.4% | +59.6% | +47.2% |
| 1Y | +50.1% | +46.9% | +3.3% | +40.9% |
| 3Y | +81.2% | +116.0% | -34.8% | +52.9% |
| All | +60.4% | -28.9% | +89.3% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling