+521.0%
LITE vs RACE
-16.2%
+537.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +3.9% |
| 7D | -1.5% | -2.5% | +1.0% | -1.6% |
| 30D | +6.7% | +0.8% | +5.9% | +6.8% |
| 3M | -6.8% | +17.2% | -23.9% | -6.1% |
| 6M | +29.4% | +13.6% | +15.9% | +31.2% |
| YTD | +139.1% | +12.2% | +126.9% | +142.6% |
| 1Y | +521.0% | -16.3% | +537.3% | +568.8% |
| All | +521.0% | -16.2% | +537.2% | +568.8% |
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 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