+232.3%
LHX vs RACE
+783.2%
-550.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -3.7% | -2.6% | -1.1% | -3.2% |
| 30D | -13.2% | -1.1% | -12.1% | -13.0% |
| 3M | -18.4% | +12.5% | -30.9% | -20.6% |
| 6M | -32.0% | +17.4% | -49.4% | -34.5% |
| YTD | -13.6% | +10.1% | -23.8% | -16.1% |
| 1Y | -6.0% | -15.1% | +9.2% | -3.7% |
| 3Y | +57.9% | +38.9% | +19.0% | +39.5% |
| 5Y | +19.2% | +90.7% | -71.4% | -5.5% |
| 10Y | +232.3% | +801.8% | -569.6% | +65.1% |
| All | +232.3% | +783.2% | -550.9% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling