+61.3%
LHX vs RACE
+39.3%
+22.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -2.5% | -1.0% | -1.5% | -2.4% |
| 30D | -10.4% | -1.5% | -8.8% | -10.3% |
| 3M | -14.9% | +15.5% | -30.4% | -15.7% |
| 6M | -29.6% | +17.3% | -46.9% | -30.4% |
| YTD | -11.8% | +11.1% | -22.9% | -12.5% |
| 1Y | -5.1% | -14.3% | +9.2% | -4.1% |
| 3Y | +61.3% | +40.2% | +21.1% | +59.5% |
| All | +61.3% | +39.3% | +22.0% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling