+143.5%
LTH vs ARWR
+47.6%
+96.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -0.6% | +1.7% | -2.3% | -1.0% |
| 30D | -4.6% | -0.7% | -3.9% | -4.5% |
| 3M | +32.8% | +14.9% | +17.9% | +27.9% |
| 6M | +64.6% | +32.6% | +32.0% | +52.9% |
| YTD | +62.6% | +30.0% | +32.6% | +51.0% |
| 1Y | +49.9% | +208.4% | -158.4% | +11.7% |
| 3Y | +151.3% | +208.8% | -57.5% | +68.2% |
| All | +143.5% | +47.6% | +96.0% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling