+1,317.3%
LH vs ARWR
-98.3%
+1,415.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +4.8% | -17.7% | +22.5% | +4.9% |
| 30D | +18.8% | -21.9% | +40.7% | +19.0% |
| 3M | +15.7% | -44.5% | +60.2% | +16.0% |
| 6M | +46.7% | -32.6% | +79.3% | +46.9% |
| YTD | +48.9% | -26.2% | +75.1% | +49.1% |
| 1Y | +43.5% | +23.0% | +20.5% | +43.2% |
| 3Y | +86.9% | +81.8% | +5.2% | +85.8% |
| 5Y | +60.4% | -36.0% | +96.4% | +59.9% |
| 10Y | +260.7% | +1,039.5% | -778.8% | +254.9% |
| All | +1,317.3% | -98.3% | +1,415.7% | +1,108.2% |
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