+1,149.2%
LH vs ARWR
-97.0%
+1,246.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -2.5% | +1.7% | -4.1% | -2.5% |
| 30D | +4.3% | -0.7% | +5.0% | +4.3% |
| 3M | +25.5% | +14.9% | +10.7% | +25.4% |
| 6M | +17.0% | +32.6% | -15.7% | +16.7% |
| YTD | +31.3% | +30.0% | +1.2% | +31.0% |
| 1Y | +20.0% | +208.4% | -188.4% | +19.2% |
| 3Y | +63.9% | +208.8% | -144.9% | +62.4% |
| 5Y | +30.9% | +27.8% | +3.0% | +30.0% |
| 10Y | +191.4% | +1,107.6% | -916.2% | +186.2% |
| All | +1,149.2% | -97.0% | +1,246.3% | +961.9% |
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