+100.6%
LEN vs RACE
+793.3%
-692.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.9% | -3.3% |
| 7D | -2.9% | -1.0% | -1.8% | -2.3% |
| 30D | -8.9% | -1.5% | -7.3% | -8.1% |
| 3M | -10.9% | +15.5% | -26.4% | -17.5% |
| 6M | -19.7% | +17.3% | -37.0% | -26.5% |
| YTD | -20.6% | +11.1% | -31.7% | -25.6% |
| 1Y | -42.4% | -14.3% | -28.2% | -38.9% |
| 3Y | -26.5% | +40.2% | -66.7% | -43.9% |
| 5Y | -10.9% | +92.6% | -103.5% | -44.7% |
| 10Y | +100.6% | +786.6% | -685.9% | -30.2% |
| All | +100.6% | +793.3% | -692.6% | -30.2% |
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