+1,563.7%
LITE vs RACE
+36.9%
+1,526.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.6% |
| 7D | -1.5% | -2.5% | +1.0% | -0.8% |
| 30D | +6.7% | +0.8% | +5.9% | +6.3% |
| 3M | -6.8% | +17.2% | -23.9% | -12.0% |
| 6M | +29.4% | +13.6% | +15.9% | +23.6% |
| YTD | +139.1% | +12.2% | +126.9% | +127.3% |
| 1Y | +521.0% | -16.3% | +537.3% | +574.7% |
| All | +1,563.7% | +36.9% | +1,526.8% | +1,216.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling