+2,898.2%
LITE vs ARWR
+775.9%
+2,122.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.8% | -11.9% | -17.4% |
| 7D | -44.6% | -5.0% | -39.6% | -43.9% |
| 30D | -55.0% | -6.6% | -48.4% | -54.3% |
| 3M | -38.3% | -33.9% | -4.4% | -33.6% |
| 6M | -48.8% | -23.3% | -25.4% | -46.8% |
| YTD | +38.3% | -13.5% | +51.7% | +39.8% |
| 1Y | +119.0% | +42.5% | +76.4% | +100.6% |
| 3Y | +1,092.0% | +104.1% | +987.9% | +862.7% |
| 5Y | +446.1% | -28.8% | +474.9% | +397.9% |
| 10Y | +1,381.7% | +911.6% | +470.1% | +702.4% |
| All | +2,898.2% | +775.9% | +2,122.3% | +1,516.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling