+287.8%
LH vs RACE
+658.9%
-371.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | +1.4% | +5.1% | -3.7% | 0.0% |
| 30D | +17.5% | +7.7% | +9.8% | +15.0% |
| 3M | +16.1% | +2.2% | +13.9% | +15.2% |
| 6M | +43.4% | +23.8% | +19.6% | +34.0% |
| YTD | +47.2% | +13.9% | +33.3% | +40.1% |
| 1Y | +50.1% | +3.8% | +46.4% | +46.8% |
| 3Y | +81.2% | +28.0% | +53.1% | +59.8% |
| 5Y | +63.7% | +64.9% | -1.2% | +29.5% |
| 10Y | +269.2% | +780.4% | -511.2% | +88.5% |
| All | +287.8% | +658.9% | -371.1% | +82.1% |
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