+165.5%
LTH vs ARWR
-0.6%
+166.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | +4.5% | -2.9% | +7.4% | +5.1% |
| 30D | +16.3% | -5.4% | +21.7% | +17.5% |
| 3M | +8.4% | -32.2% | +40.6% | +16.6% |
| 6M | +40.3% | -26.5% | +66.8% | +46.9% |
| YTD | +77.3% | -12.4% | +89.7% | +77.5% |
| 1Y | +88.0% | +46.9% | +41.1% | +65.1% |
| 3Y | +274.3% | +116.0% | +158.3% | +167.9% |
| 5Y | +142.9% | -28.0% | +170.8% | +105.0% |
| All | +165.5% | -0.6% | +166.0% | +121.7% |
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