+168.6%
LII vs RACE
+738.3%
-569.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -1.2% | +3.9% | -5.1% | -2.6% |
| 30D | -2.0% | +7.4% | -9.4% | -4.7% |
| 3M | -20.2% | +1.6% | -21.8% | -20.9% |
| 6M | -32.5% | +23.3% | -55.9% | -38.2% |
| YTD | -27.4% | +14.7% | -42.0% | -31.8% |
| 1Y | -28.2% | +2.5% | -30.7% | -29.6% |
| 3Y | -7.2% | +28.0% | -35.2% | -19.0% |
| 5Y | +19.9% | +69.8% | -49.9% | -8.3% |
| 10Y | +168.6% | +734.9% | -566.3% | +30.4% |
| All | +168.6% | +738.3% | -569.7% | +30.4% |
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