+130.5%
LTH vs ARWR
-38.4%
+168.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.5% | +0.3% | -3.2% |
| 7D | -4.6% | -17.9% | +13.3% | -1.0% |
| 30D | +14.8% | -18.9% | +33.7% | +19.4% |
| 3M | +3.9% | -46.0% | +49.9% | +16.9% |
| 6M | +35.5% | -40.3% | +75.8% | +47.9% |
| YTD | +71.3% | -29.0% | +100.3% | +78.5% |
| 1Y | +75.7% | +13.8% | +61.9% | +62.0% |
| 3Y | +231.9% | +74.9% | +157.0% | +145.4% |
| 5Y | +130.5% | -36.2% | +166.7% | +107.1% |
| All | +130.5% | -38.4% | +168.8% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling