-26.2%
LII vs RACE
+10.6%
-36.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +1.9% |
| 7D | +7.9% | +9.9% | -2.0% | +3.9% |
| 30D | -0.6% | +12.8% | -13.4% | -5.3% |
| 3M | -19.3% | +7.4% | -26.7% | -21.8% |
| 6M | -29.8% | +27.6% | -57.4% | -37.0% |
| YTD | -25.4% | +18.4% | -43.8% | -31.8% |
| 1Y | -26.2% | +9.5% | -35.7% | -29.2% |
| All | -26.2% | +10.6% | -36.8% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling