+3,334.1%
LSCC vs ARWR
-97.0%
+3,431.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.3% | +1.7% | -0.4% | +1.3% |
| 30D | -9.7% | -0.7% | -9.0% | -9.7% |
| 3M | -23.7% | +14.9% | -38.6% | -23.8% |
| 6M | +26.5% | +32.6% | -6.1% | +26.2% |
| YTD | +57.5% | +30.0% | +27.5% | +57.1% |
| 1Y | +75.7% | +208.4% | -132.7% | +74.0% |
| 3Y | +19.5% | +208.8% | -189.3% | +18.1% |
| 5Y | +83.8% | +27.8% | +55.9% | +82.4% |
| 10Y | +1,772.4% | +1,107.6% | +664.8% | +1,735.8% |
| All | +3,334.1% | -97.0% | +3,431.1% | +4,588.9% |
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