+27.6%
LII vs RACE
+93.6%
-65.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.0% |
| 7D | -0.7% | -2.5% | +1.8% | +0.4% |
| 30D | -12.6% | +0.8% | -13.4% | -13.0% |
| 3M | -24.4% | +17.2% | -41.6% | -29.7% |
| 6M | -28.7% | +13.6% | -42.3% | -33.1% |
| YTD | -19.1% | +12.2% | -31.4% | -24.0% |
| 1Y | -29.7% | -16.3% | -13.4% | -25.4% |
| 3Y | +4.8% | +36.4% | -31.7% | -15.7% |
| All | +27.6% | +93.6% | -65.9% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling