-3.8%
LVS vs ARWR
+1,080.6%
-1,084.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | -4.3% | -4.3% | 0.0% | -3.8% |
| 30D | -6.8% | -7.3% | +0.4% | -6.1% |
| 3M | -15.6% | +17.0% | -32.6% | -17.5% |
| 6M | -20.6% | +39.8% | -60.4% | -24.2% |
| YTD | -33.4% | +24.7% | -58.1% | -35.8% |
| 1Y | -20.1% | +186.5% | -206.6% | -30.8% |
| 3Y | -7.4% | +176.8% | -184.2% | -23.9% |
| 5Y | +8.5% | +29.3% | -20.8% | -5.9% |
| All | -3.8% | +1,080.6% | -1,084.4% | -29.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling