+55.6%
LNT vs ARWR
-38.4%
+94.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.6% |
| 7D | -0.5% | -17.9% | +17.4% | +0.1% |
| 30D | +9.9% | -18.9% | +28.8% | +10.7% |
| 3M | +4.8% | -46.0% | +50.8% | +7.1% |
| 6M | +2.2% | -40.3% | +42.5% | +3.8% |
| YTD | +15.9% | -29.0% | +44.9% | +16.7% |
| 1Y | +10.6% | +13.8% | -3.3% | +8.8% |
| 3Y | +66.1% | +74.9% | -8.8% | +56.9% |
| 5Y | +55.6% | -36.2% | +91.8% | +41.5% |
| All | +55.6% | -38.4% | +94.0% | +41.5% |
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 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