-18.7%
LEN vs RACE
+28.1%
-46.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.6% |
| 7D | +2.1% | +5.1% | -3.0% | +0.3% |
| 30D | +16.6% | +7.7% | +8.9% | +13.5% |
| 3M | +5.3% | +2.2% | +3.1% | +4.5% |
| 6M | -0.8% | +23.8% | -24.5% | -7.8% |
| YTD | -11.7% | +13.9% | -25.6% | -16.3% |
| 1Y | -24.6% | +3.8% | -28.4% | -26.6% |
| 3Y | -18.7% | +28.0% | -46.7% | -29.9% |
| All | -18.7% | +28.1% | -46.8% | -29.9% |
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