+132.4%
LEN vs RACE
+729.2%
-596.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.7% |
| 7D | -5.8% | -1.2% | -4.6% | -5.1% |
| 30D | +13.7% | +6.1% | +7.6% | +10.3% |
| 3M | -3.9% | -0.3% | -3.6% | -3.8% |
| 6M | -0.4% | +23.4% | -23.8% | -11.1% |
| YTD | -16.8% | +12.5% | -29.4% | -22.6% |
| 1Y | -29.5% | -0.5% | -29.0% | -30.1% |
| 3Y | -25.6% | +23.6% | -49.2% | -38.9% |
| 5Y | -13.2% | +65.4% | -78.7% | -41.3% |
| All | +132.4% | +729.2% | -596.8% | -16.0% |
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