+1,670.7%
LITE vs ARWR
+1,021.8%
+648.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +9.9% | +10.5% |
| 7D | +3.4% | -19.9% | +23.3% | +7.6% |
| 30D | -34.9% | -18.7% | -16.2% | -32.4% |
| 3M | -21.0% | -44.7% | +23.7% | -12.1% |
| 6M | -38.5% | -36.5% | -2.0% | -34.0% |
| YTD | +75.8% | -25.7% | +101.5% | +82.0% |
| 1Y | +156.7% | +18.9% | +137.7% | +140.9% |
| 3Y | +1,498.6% | +83.1% | +1,415.5% | +1,194.8% |
| 5Y | +610.9% | -34.9% | +645.8% | +553.0% |
| 10Y | +1,670.7% | +1,080.9% | +589.8% | +843.9% |
| All | +1,670.7% | +1,021.8% | +648.8% | +843.9% |
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