-9.5%
LVS vs ARWR
+1,024.2%
-1,033.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.5% |
| 7D | -0.8% | -17.8% | +17.0% | +1.3% |
| 30D | +10.0% | -18.1% | +28.1% | +12.4% |
| 3M | -11.0% | -44.2% | +33.1% | -5.2% |
| 6M | -20.1% | -38.6% | +18.5% | -16.3% |
| YTD | -36.3% | -28.0% | -8.3% | -35.0% |
| 1Y | -36.8% | +16.1% | -53.0% | -39.5% |
| 3Y | -9.5% | +84.0% | -93.5% | -22.6% |
| 5Y | +9.3% | -35.4% | +44.7% | +1.9% |
| All | -9.5% | +1,024.2% | -1,033.7% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling