-2.2%
LVS vs ARWR
+1,078.7%
-1,080.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.2% |
| 7D | -2.7% | -3.2% | +0.5% | -2.4% |
| 30D | -4.7% | -6.5% | +1.8% | -4.0% |
| 3M | -15.6% | +12.7% | -28.3% | -17.1% |
| 6M | -18.6% | +36.2% | -54.8% | -22.2% |
| YTD | -32.3% | +24.5% | -56.7% | -34.7% |
| 1Y | -18.0% | +198.0% | -216.0% | -29.3% |
| 3Y | -5.8% | +176.4% | -182.2% | -22.6% |
| 5Y | +5.7% | +26.6% | -20.8% | -8.1% |
| All | -2.2% | +1,078.7% | -1,080.9% | -28.7% |
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 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