+19.2%
LHX vs ARWR
+25.7%
-6.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.9% |
| 7D | -3.7% | -3.2% | -0.5% | -3.6% |
| 30D | -13.2% | -6.5% | -6.7% | -12.9% |
| 3M | -18.4% | +12.7% | -31.0% | -19.0% |
| 6M | -32.0% | +36.2% | -68.1% | -33.2% |
| YTD | -13.6% | +24.5% | -38.1% | -15.0% |
| 1Y | -6.0% | +198.0% | -203.9% | -11.4% |
| 3Y | +57.9% | +176.4% | -118.4% | +45.0% |
| 5Y | +19.2% | +26.6% | -7.3% | +9.1% |
| All | +19.2% | +25.7% | -6.4% | +9.1% |
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