+245.8%
LH vs RACE
+647.6%
-401.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.8% |
| 7D | -2.5% | -2.5% | +0.1% | -1.7% |
| 30D | +4.3% | +0.8% | +3.6% | +4.1% |
| 3M | +25.5% | +17.2% | +8.4% | +19.5% |
| 6M | +17.0% | +13.6% | +3.4% | +11.9% |
| YTD | +31.3% | +12.2% | +19.1% | +25.6% |
| 1Y | +20.0% | -16.3% | +36.2% | +24.4% |
| 3Y | +63.9% | +36.4% | +27.4% | +41.2% |
| 5Y | +30.9% | +95.0% | -64.1% | -2.4% |
| 10Y | +191.4% | +813.2% | -621.9% | +48.2% |
| All | +245.8% | +647.6% | -401.8% | +63.3% |
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