-31.8%
LVS vs ARWR
+59.7%
-91.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +2.9% | +6.3% |
| 7D | +13.4% | +2.4% | +11.0% | +13.2% |
| 30D | +12.2% | -1.1% | +13.3% | +12.2% |
| 3M | -10.7% | -31.2% | +20.4% | -9.1% |
| 6M | -19.8% | -19.3% | -0.5% | -19.2% |
| YTD | -35.8% | -7.1% | -28.7% | -36.2% |
| 1Y | -31.8% | +62.9% | -94.7% | -34.4% |
| All | -31.8% | +59.7% | -91.5% | -34.4% |
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