+1,402.3%
LITE vs ARWR
+906.2%
+496.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.4% | +5.4% |
| 7D | -35.9% | -2.9% | -33.0% | -35.4% |
| 30D | -51.5% | -5.4% | -46.1% | -50.8% |
| 3M | -35.7% | -32.2% | -3.5% | -31.0% |
| 6M | -43.0% | -26.5% | -16.5% | -40.2% |
| YTD | +46.1% | -12.4% | +58.5% | +47.4% |
| 1Y | +124.7% | +46.9% | +77.8% | +104.1% |
| 3Y | +1,172.1% | +116.0% | +1,056.1% | +909.4% |
| 5Y | +477.0% | -28.0% | +505.0% | +422.8% |
| All | +1,402.3% | +906.2% | +496.1% | +716.3% |
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 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