+1,493.1%
LITE vs ARWR
+1,024.2%
+468.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.7% |
| 7D | +10.8% | -17.8% | +28.6% | +14.4% |
| 30D | -33.4% | -18.1% | -15.3% | -31.0% |
| 3M | -32.2% | -44.2% | +11.9% | -24.7% |
| 6M | -42.1% | -38.6% | -3.4% | -37.5% |
| YTD | +61.9% | -28.0% | +89.9% | +68.6% |
| 1Y | +163.0% | +16.1% | +146.9% | +147.9% |
| 3Y | +1,358.0% | +84.0% | +1,274.0% | +1,080.9% |
| 5Y | +549.9% | -35.4% | +585.3% | +498.2% |
| All | +1,493.1% | +1,024.2% | +468.9% | +757.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling