+6.7%
LVS vs ARWR
+29.5%
-22.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | +0.3% | +2.9% | -2.5% | -0.1% |
| 30D | -3.9% | -2.9% | -1.0% | -3.6% |
| 3M | -12.9% | +15.2% | -28.1% | -15.1% |
| 6M | -16.9% | +42.3% | -59.2% | -21.9% |
| YTD | -31.2% | +28.2% | -59.4% | -34.6% |
| 1Y | -16.4% | +213.2% | -229.7% | -31.8% |
| 3Y | -4.4% | +184.6% | -189.1% | -27.5% |
| 5Y | +6.7% | +29.2% | -22.6% | -12.4% |
| All | +6.7% | +29.5% | -22.9% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling