+225.8%
LHX vs ARWR
+1,080.6%
-854.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.8% | -4.3% | -0.5% | -4.6% |
| 30D | -12.7% | -7.3% | -5.5% | -12.4% |
| 3M | -17.6% | +17.0% | -34.6% | -18.5% |
| 6M | -30.7% | +39.8% | -70.5% | -32.3% |
| YTD | -14.3% | +24.7% | -39.0% | -15.8% |
| 1Y | -8.4% | +186.5% | -194.9% | -14.4% |
| 3Y | +56.7% | +176.8% | -120.1% | +42.8% |
| 5Y | +18.5% | +29.3% | -10.9% | +10.2% |
| All | +225.8% | +1,080.6% | -854.8% | +158.0% |
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