+490.8%
LITE vs RACE
+65.0%
+425.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.2% |
| 7D | -35.9% | +5.1% | -41.0% | -37.2% |
| 30D | -51.5% | +7.7% | -59.2% | -53.0% |
| 3M | -35.7% | +2.2% | -37.9% | -36.5% |
| 6M | -43.0% | +23.8% | -66.7% | -48.5% |
| YTD | +46.1% | +13.9% | +32.2% | +35.1% |
| 1Y | +124.7% | +3.8% | +120.9% | +117.0% |
| 3Y | +1,172.1% | +28.0% | +1,144.0% | +954.5% |
| All | +490.8% | +65.0% | +425.8% | +302.2% |
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 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