-10.4%
LEN vs RACE
+93.6%
-104.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.1% |
| 7D | -3.2% | -2.5% | -0.7% | -2.0% |
| 30D | -4.9% | +0.8% | -5.7% | -5.3% |
| 3M | -8.5% | +17.2% | -25.6% | -15.2% |
| 6M | -20.7% | +13.6% | -34.2% | -25.7% |
| YTD | -17.4% | +12.2% | -29.6% | -22.5% |
| 1Y | -38.2% | -16.3% | -22.0% | -34.2% |
| 3Y | -24.9% | +36.4% | -61.3% | -42.9% |
| All | -10.4% | +93.6% | -104.0% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling