-29.5%
LII vs RACE
+3.3%
-32.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.3% |
| 7D | -0.6% | +5.1% | -5.7% | -2.6% |
| 30D | -4.6% | +7.7% | -12.3% | -7.4% |
| 3M | -21.2% | +2.2% | -23.4% | -22.1% |
| 6M | -36.4% | +23.8% | -60.2% | -42.2% |
| YTD | -28.9% | +13.9% | -42.8% | -33.9% |
| 1Y | -29.5% | +3.8% | -33.3% | -30.1% |
| All | -29.5% | +3.3% | -32.8% | -30.1% |
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