+19.9%
LII vs ARWR
-40.7%
+60.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -15.3% | +17.5% | +4.4% |
| 7D | -1.2% | -17.3% | +16.2% | +1.3% |
| 30D | -2.0% | -21.5% | +19.6% | +1.2% |
| 3M | -20.2% | -43.8% | +23.6% | -13.7% |
| 6M | -32.5% | -32.3% | -0.3% | -29.6% |
| YTD | -27.4% | -25.8% | -1.5% | -25.7% |
| 1Y | -28.2% | +25.5% | -53.7% | -32.8% |
| 3Y | -7.2% | +84.1% | -91.4% | -24.8% |
| 5Y | +19.9% | -39.2% | +59.1% | +2.1% |
| All | +19.9% | -40.7% | +60.6% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling