+39.2%
LVS vs ARWR
+22.5%
+16.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.5% |
| 7D | -1.3% | -19.9% | +18.7% | +0.9% |
| 30D | +12.2% | -18.7% | +30.9% | +14.4% |
| 3M | -11.3% | -44.7% | +33.4% | -6.0% |
| 6M | -21.6% | -36.5% | +14.9% | -18.5% |
| YTD | -36.6% | -25.7% | -10.9% | -35.5% |
| 1Y | -38.4% | +18.9% | -57.3% | -40.7% |
| 3Y | -10.2% | +83.1% | -93.2% | -21.2% |
| 5Y | +9.4% | -34.9% | +44.3% | +3.7% |
| 10Y | -11.3% | +1,080.9% | -1,092.2% | -44.0% |
| All | +39.2% | +22.5% | +16.7% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling