+29.9%
LH vs ARWR
+29.5%
+0.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -0.8% | +2.9% | -3.7% | -1.1% |
| 30D | +2.0% | -2.9% | +4.9% | +2.3% |
| 3M | +24.3% | +15.2% | +9.0% | +21.9% |
| 6M | +21.1% | +42.3% | -21.2% | +15.7% |
| YTD | +30.4% | +28.2% | +2.3% | +25.8% |
| 1Y | +18.4% | +213.2% | -194.9% | +2.3% |
| 3Y | +65.5% | +184.6% | -119.2% | +36.4% |
| 5Y | +29.9% | +29.2% | +0.6% | +10.6% |
| All | +29.9% | +29.5% | +0.3% | +10.6% |
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