-21.0%
LEN vs RACE
+36.9%
-57.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | -3.2% | -2.5% | -0.7% | -2.3% |
| 30D | -4.9% | +0.8% | -5.7% | -5.2% |
| 3M | -8.5% | +17.2% | -25.6% | -13.5% |
| 6M | -20.7% | +13.6% | -34.2% | -24.5% |
| YTD | -17.4% | +12.2% | -29.6% | -21.3% |
| 1Y | -38.2% | -16.3% | -22.0% | -36.2% |
| All | -21.0% | +36.9% | -57.9% | -37.8% |
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