+25.5%
LSCC vs ARWR
-28.9%
+54.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.2% | +5.9% | +6.8% |
| 7D | +13.0% | -2.9% | +15.9% | +14.1% |
| 30D | -19.8% | -5.4% | -14.4% | -18.4% |
| 3M | -18.4% | -32.2% | +13.8% | -9.0% |
| 6M | -16.1% | -26.5% | +10.4% | -9.4% |
| YTD | +42.7% | -12.4% | +55.1% | +45.4% |
| 1Y | +68.0% | +46.9% | +21.1% | +44.9% |
| 3Y | +85.8% | +116.0% | -30.1% | +23.5% |
| All | +25.5% | -28.9% | +54.4% | +14.6% |
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 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