+165.4%
LII vs RACE
+740.1%
-574.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | -0.6% | +5.1% | -5.7% | -2.5% |
| 30D | -4.6% | +7.7% | -12.3% | -7.3% |
| 3M | -21.2% | +2.2% | -23.4% | -22.0% |
| 6M | -36.4% | +23.8% | -60.2% | -41.9% |
| YTD | -28.9% | +13.9% | -42.8% | -33.1% |
| 1Y | -29.5% | +3.8% | -33.3% | -31.3% |
| 3Y | -8.6% | +28.0% | -36.6% | -20.2% |
| 5Y | +20.2% | +64.9% | -44.7% | -7.2% |
| All | +165.4% | +740.1% | -574.7% | +31.3% |
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