+165.9%
LII vs ARWR
+1,024.2%
-858.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +2.9% | -17.8% | +20.8% | +4.8% |
| 30D | +0.9% | -18.1% | +19.1% | +2.7% |
| 3M | -15.5% | -44.2% | +28.6% | -10.8% |
| 6M | -30.2% | -38.6% | +8.4% | -27.3% |
| YTD | -26.8% | -28.0% | +1.2% | -25.3% |
| 1Y | -25.3% | +16.1% | -41.4% | -27.7% |
| 3Y | -7.8% | +84.0% | -91.7% | -18.4% |
| 5Y | +17.0% | -35.4% | +52.4% | +9.8% |
| All | +165.9% | +1,024.2% | -858.3% | +104.9% |
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