+5,977.6%
LITE vs RACE
+647.6%
+5,330.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.9% |
| 7D | -1.5% | -2.5% | +1.0% | -0.3% |
| 30D | +6.7% | +0.8% | +5.9% | +6.0% |
| 3M | -6.8% | +17.2% | -23.9% | -15.0% |
| 6M | +29.4% | +13.6% | +15.9% | +19.2% |
| YTD | +139.1% | +12.2% | +126.9% | +118.4% |
| 1Y | +521.0% | -16.3% | +537.3% | +555.6% |
| 3Y | +1,535.3% | +36.4% | +1,498.8% | +1,185.8% |
| 5Y | +889.8% | +95.0% | +794.9% | +521.9% |
| 10Y | +2,400.7% | +813.2% | +1,587.5% | +698.7% |
| All | +5,977.6% | +647.6% | +5,330.0% | +1,902.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling