-7.2%
LII vs ARWR
+79.9%
-87.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -15.3% | +17.5% | +3.8% |
| 7D | -1.2% | -17.3% | +16.2% | +0.6% |
| 30D | -2.0% | -21.5% | +19.6% | +0.3% |
| 3M | -20.2% | -43.8% | +23.6% | -15.6% |
| 6M | -32.5% | -32.3% | -0.3% | -30.4% |
| YTD | -27.4% | -25.8% | -1.5% | -26.1% |
| 1Y | -28.2% | +25.5% | -53.7% | -31.3% |
| 3Y | -7.2% | +84.1% | -91.4% | -19.1% |
| All | -7.2% | +79.9% | -87.1% | -19.1% |
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