+85.8%
LSCC vs ARWR
+105.6%
-19.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.2% | +5.9% | +6.8% |
| 7D | +13.0% | -2.9% | +15.9% | +13.9% |
| 30D | -19.8% | -5.4% | -14.4% | -18.6% |
| 3M | -18.4% | -32.2% | +13.8% | -10.4% |
| 6M | -16.1% | -26.5% | +10.4% | -10.3% |
| YTD | +42.7% | -12.4% | +55.1% | +45.3% |
| 1Y | +68.0% | +46.9% | +21.1% | +49.4% |
| 3Y | +85.8% | +116.0% | -30.1% | +29.4% |
| All | +85.8% | +105.6% | -19.7% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling