+446.1%
LITE vs RACE
+65.1%
+381.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.3% | -16.4% | -17.8% |
| 7D | -44.6% | +5.7% | -50.2% | -45.8% |
| 30D | -55.0% | +9.3% | -64.3% | -56.6% |
| 3M | -38.3% | +3.8% | -42.1% | -39.4% |
| 6M | -48.8% | +29.8% | -78.5% | -54.6% |
| YTD | +38.3% | +15.6% | +22.7% | +27.2% |
| 1Y | +119.0% | +5.1% | +113.9% | +110.6% |
| 3Y | +1,092.0% | +30.8% | +1,061.2% | +879.1% |
| 5Y | +446.1% | +67.4% | +378.7% | +270.2% |
| All | +446.1% | +65.1% | +381.0% | +270.2% |
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