+5,122.4%
LHX vs ARWR
-97.0%
+5,219.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.0% | +1.7% | -3.6% | -2.0% |
| 30D | -9.9% | -0.7% | -9.3% | -9.9% |
| 3M | -16.5% | +14.9% | -31.4% | -16.5% |
| 6M | -29.6% | +32.6% | -62.2% | -29.7% |
| YTD | -11.6% | +30.0% | -41.6% | -11.7% |
| 1Y | -4.1% | +208.4% | -212.4% | -4.6% |
| 3Y | +53.3% | +208.8% | -155.5% | +52.2% |
| 5Y | +22.3% | +27.8% | -5.6% | +21.7% |
| 10Y | +231.9% | +1,107.6% | -875.7% | +226.7% |
| All | +5,122.4% | -97.0% | +5,219.4% | +5,623.0% |
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 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