-29.7%
LII vs ARWR
+208.4%
-238.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | -0.7% | +1.7% | -2.4% | -0.9% |
| 30D | -12.6% | -0.7% | -12.0% | -12.6% |
| 3M | -24.4% | +14.9% | -39.3% | -26.1% |
| 6M | -28.7% | +32.6% | -61.3% | -32.1% |
| YTD | -19.1% | +30.0% | -49.2% | -23.1% |
| 1Y | -29.7% | +208.4% | -238.1% | -39.3% |
| All | -29.7% | +208.4% | -238.1% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling