+18.8%
LII vs ARWR
-34.9%
+53.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +2.9% | -17.8% | +20.8% | +5.6% |
| 30D | +0.9% | -18.1% | +19.1% | +3.5% |
| 3M | -15.5% | -44.2% | +28.6% | -8.5% |
| 6M | -30.2% | -38.6% | +8.4% | -26.0% |
| YTD | -26.8% | -28.0% | +1.2% | -24.8% |
| 1Y | -25.3% | +16.1% | -41.4% | -29.3% |
| 3Y | -7.8% | +84.0% | -91.7% | -25.5% |
| All | +18.8% | -34.9% | +53.7% | +0.3% |
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