+89.5%
LEN vs RACE
+639.5%
-550.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.0% |
| 7D | -8.7% | -4.0% | -4.7% | -6.8% |
| 30D | +11.6% | +3.5% | +8.0% | +9.8% |
| 3M | -1.3% | -0.4% | -0.8% | -1.1% |
| 6M | -1.4% | +23.2% | -24.6% | -11.3% |
| YTD | -16.9% | +11.0% | -27.9% | -21.7% |
| 1Y | -31.2% | -2.2% | -28.9% | -31.0% |
| 3Y | -25.6% | +22.5% | -48.1% | -37.4% |
| 5Y | -13.3% | +63.2% | -76.4% | -38.5% |
| 10Y | +138.4% | +704.3% | -565.9% | -9.5% |
| All | +89.5% | +639.5% | -550.0% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling