+41.2%
LVS vs ARWR
+21.6%
+19.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +6.7% | -17.7% | +24.4% | +8.7% |
| 30D | +13.8% | -21.9% | +35.7% | +16.5% |
| 3M | -9.5% | -44.5% | +35.1% | -4.1% |
| 6M | -22.0% | -32.6% | +10.6% | -19.5% |
| YTD | -35.7% | -26.2% | -9.5% | -34.5% |
| 1Y | -36.7% | +23.0% | -59.6% | -39.3% |
| 3Y | -8.8% | +81.8% | -90.6% | -20.0% |
| 5Y | +9.5% | -36.0% | +45.6% | +4.0% |
| 10Y | -10.9% | +1,039.5% | -1,050.5% | -43.5% |
| All | +41.2% | +21.6% | +19.6% | -20.8% |
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 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