+490.8%
LITE vs ARWR
-28.9%
+519.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -50.7% |
| 3M | -35.7% | -32.2% | -3.5% | -29.9% |
| 6M | -43.0% | -26.5% | -16.5% | -39.7% |
| YTD | +46.1% | -12.4% | +58.5% | +47.2% |
| 1Y | +124.7% | +46.9% | +77.8% | +98.5% |
| 3Y | +1,172.1% | +116.0% | +1,056.1% | +839.4% |
| All | +490.8% | -28.9% | +519.7% | +397.8% |
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