+164.2%
LTH vs ARWR
-15.8%
+180.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.3% | +14.8% | +2.6% |
| 7D | +7.0% | -17.3% | +24.3% | +10.8% |
| 30D | +15.4% | -21.5% | +37.0% | +20.8% |
| 3M | +7.0% | -43.8% | +50.9% | +19.3% |
| 6M | +46.9% | -32.3% | +79.1% | +55.8% |
| YTD | +76.4% | -25.8% | +102.2% | +82.1% |
| 1Y | +83.7% | +25.5% | +58.2% | +66.1% |
| 3Y | +248.9% | +84.1% | +164.7% | +156.8% |
| 5Y | +141.8% | -39.2% | +181.1% | +110.3% |
| All | +164.2% | -15.8% | +180.0% | +127.4% |
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