+167.7%
LTH vs ARWR
-15.6%
+183.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +0.3% | -19.9% | +20.2% | +4.5% |
| 30D | +17.7% | -18.7% | +36.4% | +22.3% |
| 3M | +8.5% | -44.7% | +53.2% | +21.3% |
| 6M | +46.9% | -36.5% | +83.4% | +58.1% |
| YTD | +78.8% | -25.7% | +104.4% | +84.4% |
| 1Y | +84.9% | +18.9% | +66.0% | +69.2% |
| 3Y | +246.4% | +83.1% | +163.3% | +155.4% |
| 5Y | +129.6% | -34.9% | +164.4% | +100.0% |
| All | +167.7% | -15.6% | +183.3% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling