-8.6%
LII vs ARWR
+105.6%
-114.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | -0.6% | -2.9% | +2.3% | -0.3% |
| 30D | -4.6% | -5.4% | +0.8% | -4.1% |
| 3M | -21.2% | -32.2% | +11.0% | -18.0% |
| 6M | -36.4% | -26.5% | -9.9% | -34.8% |
| YTD | -28.9% | -12.4% | -16.5% | -28.8% |
| 1Y | -29.5% | +46.9% | -76.4% | -33.6% |
| 3Y | -8.6% | +116.0% | -124.5% | -21.6% |
| All | -8.6% | +105.6% | -114.2% | -21.6% |
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