+2,331.0%
LITE vs ARWR
+1,117.8%
+1,213.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | -1.5% | +1.7% | -3.2% | -1.9% |
| 30D | +6.7% | -0.7% | +7.3% | +6.8% |
| 3M | -6.8% | +14.9% | -21.6% | -9.7% |
| 6M | +29.4% | +32.6% | -3.2% | +21.1% |
| YTD | +139.1% | +30.0% | +109.0% | +124.0% |
| 1Y | +521.0% | +208.4% | +312.6% | +390.1% |
| 3Y | +1,535.3% | +208.8% | +1,326.5% | +1,107.1% |
| 5Y | +889.8% | +27.8% | +862.0% | +706.0% |
| All | +2,331.0% | +1,117.8% | +1,213.3% | +1,160.9% |
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