+2,848.5%
LII vs ARWR
+10.5%
+2,838.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.8% | +4.0% | -2.8% |
| 7D | +0.2% | -5.0% | +5.2% | +0.2% |
| 30D | -4.6% | -6.6% | +2.0% | -4.5% |
| 3M | -21.7% | -33.9% | +12.2% | -21.3% |
| 6M | -32.8% | -23.3% | -9.5% | -32.6% |
| YTD | -27.5% | -13.5% | -14.1% | -27.5% |
| 1Y | -28.0% | +42.5% | -70.5% | -28.3% |
| 3Y | -7.2% | +104.1% | -111.3% | -8.4% |
| 5Y | +22.6% | -28.8% | +51.4% | +21.9% |
| 10Y | +171.5% | +911.6% | -740.1% | +161.9% |
| All | +2,848.5% | +10.5% | +2,838.0% | +2,579.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling