-29.6%
LEN vs RACE
+0.7%
-30.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -6.4% | -3.9% | -2.5% | -4.2% |
| 30D | +15.6% | +6.8% | +8.8% | +11.7% |
| 3M | -0.8% | +1.3% | -2.1% | -1.7% |
| 6M | +0.4% | +26.3% | -25.9% | -11.4% |
| YTD | -14.1% | +13.8% | -27.9% | -21.0% |
| 1Y | -29.6% | -0.5% | -29.2% | -27.3% |
| All | -29.6% | +0.7% | -30.3% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling