+232.7%
LITE vs RACE
+10.6%
+222.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.3% | -12.1% | -7.2% |
| 7D | -31.4% | +9.9% | -41.3% | -30.4% |
| 30D | -42.6% | +12.8% | -55.4% | -41.6% |
| 3M | -26.2% | +7.4% | -33.6% | -25.1% |
| 6M | -35.8% | +27.6% | -63.4% | -33.3% |
| YTD | +70.0% | +18.4% | +51.7% | +75.3% |
| 1Y | +232.7% | +9.5% | +223.2% | +250.7% |
| All | +232.7% | +10.6% | +222.2% | +250.7% |
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