+1,972.9%
LNT vs ARWR
-98.0%
+2,070.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.1% |
| 7D | +1.4% | -2.9% | +4.3% | +1.4% |
| 30D | +12.3% | -5.4% | +17.7% | +12.3% |
| 3M | +5.3% | -32.2% | +37.6% | +5.4% |
| 6M | +2.0% | -26.5% | +28.5% | +2.1% |
| YTD | +15.3% | -12.4% | +27.7% | +15.3% |
| 1Y | +12.3% | +46.9% | -34.6% | +12.1% |
| 3Y | +59.1% | +116.0% | -56.9% | +58.6% |
| 5Y | +51.7% | -28.0% | +79.6% | +51.4% |
| 10Y | +170.1% | +923.9% | -753.8% | +167.9% |
| All | +1,972.9% | -98.0% | +2,070.9% | +1,945.6% |
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