-25.6%
LEN vs RACE
+23.0%
-48.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.3% |
| 7D | -8.7% | -4.0% | -4.7% | -7.3% |
| 30D | +11.6% | +3.5% | +8.0% | +10.3% |
| 3M | -1.3% | -0.4% | -0.8% | -1.1% |
| 6M | -1.4% | +23.2% | -24.6% | -8.1% |
| YTD | -16.9% | +11.0% | -27.9% | -20.3% |
| 1Y | -31.2% | -2.2% | -28.9% | -31.7% |
| All | -25.6% | +23.0% | -48.6% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling