+446.1%
LITE vs ARWR
-29.8%
+475.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.8% | -11.9% | -17.1% |
| 7D | -44.6% | -5.0% | -39.6% | -43.8% |
| 30D | -55.0% | -6.6% | -48.4% | -54.1% |
| 3M | -38.3% | -33.9% | -4.4% | -32.4% |
| 6M | -48.8% | -23.3% | -25.4% | -46.4% |
| YTD | +38.3% | -13.5% | +51.7% | +39.7% |
| 1Y | +119.0% | +42.5% | +76.4% | +94.8% |
| 3Y | +1,092.0% | +104.1% | +987.9% | +790.4% |
| 5Y | +446.1% | -28.8% | +474.9% | +350.0% |
| All | +446.1% | -29.8% | +475.9% | +350.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling