+322.6%
LHX vs RACE
+647.6%
-325.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | -2.0% | -2.5% | +0.6% | -1.4% |
| 30D | -9.9% | +0.8% | -10.7% | -10.2% |
| 3M | -16.5% | +17.2% | -33.6% | -19.5% |
| 6M | -29.6% | +13.6% | -43.2% | -31.9% |
| YTD | -11.6% | +12.2% | -23.8% | -14.5% |
| 1Y | -4.1% | -16.3% | +12.2% | -1.4% |
| 3Y | +53.3% | +36.4% | +16.8% | +36.1% |
| 5Y | +22.3% | +95.0% | -72.7% | -3.6% |
| 10Y | +231.9% | +813.2% | -581.4% | +65.5% |
| All | +322.6% | +647.6% | -325.0% | +98.2% |
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