+546.2%
LITE vs ARWR
-40.7%
+586.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -15.3% | +26.0% | +14.1% |
| 7D | -12.9% | -17.3% | +4.4% | -9.5% |
| 30D | -46.0% | -21.5% | -24.4% | -43.1% |
| 3M | -33.0% | -43.8% | +10.8% | -24.3% |
| 6M | -34.0% | -32.3% | -1.8% | -29.5% |
| YTD | +61.7% | -25.8% | +87.6% | +68.0% |
| 1Y | +148.3% | +25.5% | +122.8% | +125.7% |
| 3Y | +1,408.5% | +84.1% | +1,324.4% | +1,046.8% |
| 5Y | +546.2% | -39.2% | +585.4% | +461.9% |
| All | +546.2% | -40.7% | +586.8% | +461.9% |
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 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