+1,172.1%
LITE vs ARWR
+105.6%
+1,066.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.4% | +5.4% |
| 7D | -35.9% | -2.9% | -33.0% | -35.3% |
| 30D | -51.5% | -5.4% | -46.1% | -50.6% |
| 3M | -35.7% | -32.2% | -3.5% | -29.4% |
| 6M | -43.0% | -26.5% | -16.5% | -39.4% |
| YTD | +46.1% | -12.4% | +58.5% | +46.9% |
| 1Y | +124.7% | +46.9% | +77.8% | +94.5% |
| 3Y | +1,172.1% | +116.0% | +1,056.1% | +790.4% |
| All | +1,172.1% | +105.6% | +1,066.5% | +790.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling