+206.8%
LNG vs ARWR
-36.3%
+243.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.0% | +3.7% |
| 7D | +4.5% | -19.9% | +24.4% | +5.4% |
| 30D | +8.0% | -18.7% | +26.8% | +8.9% |
| 3M | +15.0% | -44.7% | +59.7% | +17.8% |
| 6M | +27.1% | -36.5% | +63.6% | +29.1% |
| YTD | +58.1% | -25.7% | +83.8% | +58.9% |
| 1Y | +45.0% | +18.9% | +26.0% | +40.7% |
| 3Y | +82.6% | +83.1% | -0.4% | +64.7% |
| 5Y | +206.8% | -34.9% | +241.7% | +194.4% |
| All | +206.8% | -36.3% | +243.1% | +194.4% |
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 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