-32.8%
LII vs RACE
+26.7%
-59.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.1% |
| 7D | +0.2% | +5.7% | -5.5% | -1.5% |
| 30D | -4.6% | +9.3% | -13.9% | -7.2% |
| 3M | -21.7% | +3.8% | -25.5% | -22.7% |
| 6M | -32.8% | +29.8% | -62.6% | -35.6% |
| All | -32.8% | +26.7% | -59.5% | -35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling