+148.9%
LEN vs RACE
+740.1%
-591.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.3% |
| 7D | +2.1% | +5.1% | -3.0% | -0.6% |
| 30D | +16.6% | +7.7% | +8.9% | +12.2% |
| 3M | +5.3% | +2.2% | +3.1% | +4.1% |
| 6M | -0.8% | +23.8% | -24.5% | -11.6% |
| YTD | -11.7% | +13.9% | -25.6% | -18.4% |
| 1Y | -24.6% | +3.8% | -28.4% | -26.8% |
| 3Y | -18.7% | +28.0% | -46.7% | -34.5% |
| 5Y | -4.4% | +64.9% | -69.4% | -35.2% |
| All | +148.9% | +740.1% | -591.1% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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