+87.6%
LTH vs ARWR
+20.5%
+67.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.3% | +14.8% | +0.9% |
| 7D | +7.0% | -17.3% | +24.3% | +8.7% |
| 30D | +15.4% | -21.5% | +37.0% | +17.7% |
| 3M | +7.0% | -43.8% | +50.9% | +12.3% |
| 6M | +46.9% | -32.3% | +79.1% | +50.6% |
| YTD | +76.4% | -25.8% | +102.2% | +78.5% |
| All | +87.6% | +20.5% | +67.0% | +87.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling