-6.7%
LII vs ARWR
+103.1%
-109.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.8% | +4.0% | -2.1% |
| 7D | +0.2% | -5.0% | +5.2% | +0.7% |
| 30D | -4.6% | -6.6% | +2.0% | -4.0% |
| 3M | -21.7% | -33.9% | +12.2% | -18.3% |
| 6M | -32.8% | -23.3% | -9.5% | -31.4% |
| YTD | -27.5% | -13.5% | -14.1% | -27.3% |
| 1Y | -28.0% | +42.5% | -70.5% | -31.9% |
| All | -6.7% | +103.1% | -109.9% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling