+168.9%
LII vs ARWR
+1,021.8%
-852.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -2.3% | -19.9% | +17.6% | -0.3% |
| 30D | -1.7% | -18.7% | +17.0% | +0.2% |
| 3M | -18.3% | -44.7% | +26.4% | -13.6% |
| 6M | -32.3% | -36.5% | +4.2% | -29.8% |
| YTD | -27.1% | -25.7% | -1.5% | -25.8% |
| 1Y | -27.2% | +18.9% | -46.1% | -29.7% |
| 3Y | -8.9% | +83.1% | -92.0% | -19.5% |
| 5Y | +19.7% | -34.9% | +54.5% | +12.2% |
| 10Y | +168.9% | +1,080.9% | -912.0% | +105.7% |
| All | +168.9% | +1,021.8% | -852.9% | +105.7% |
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