+3,188.9%
LII vs ARWR
+66.0%
+3,122.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | -0.7% | +1.7% | -2.4% | -0.7% |
| 30D | -12.6% | -0.7% | -12.0% | -12.6% |
| 3M | -24.4% | +14.9% | -39.3% | -24.6% |
| 6M | -28.7% | +32.6% | -61.3% | -29.0% |
| YTD | -19.1% | +30.0% | -49.2% | -19.4% |
| 1Y | -29.7% | +208.4% | -238.1% | -30.6% |
| 3Y | +4.8% | +208.8% | -204.0% | +3.0% |
| 5Y | +24.6% | +27.8% | -3.3% | +23.1% |
| 10Y | +169.2% | +1,107.6% | -938.3% | +158.9% |
| All | +3,188.9% | +66.0% | +3,122.8% | +2,876.5% |
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