+125.3%
LITE vs ARWR
+20.0%
+105.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -13.9% | -17.7% | +3.8% | -10.7% |
| 30D | -46.9% | -21.9% | -25.0% | -44.3% |
| 3M | -28.0% | -44.5% | +16.5% | -19.3% |
| 6M | -35.2% | -32.6% | -2.6% | -31.4% |
| YTD | +58.9% | -26.2% | +85.1% | +61.6% |
| 1Y | +125.3% | +23.0% | +102.4% | +110.6% |
| All | +125.3% | +20.0% | +105.4% | +110.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling