+348.8%
LHX vs RACE
+649.8%
-300.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +4.8% | -1.2% | +6.0% | +5.1% |
| 30D | +14.7% | +6.1% | +8.5% | +13.2% |
| 3M | -5.1% | -0.3% | -4.9% | -5.3% |
| 6M | -9.9% | +23.4% | -33.3% | -14.3% |
| YTD | -6.1% | +12.5% | -18.6% | -9.4% |
| 1Y | -4.0% | -0.5% | -3.5% | -4.9% |
| 3Y | +56.9% | +23.6% | +33.3% | +43.1% |
| 5Y | +36.6% | +65.4% | -28.9% | +13.4% |
| 10Y | +217.5% | +715.5% | -498.0% | +63.1% |
| All | +348.8% | +649.8% | -300.9% | +110.0% |
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