+3,415.2%
LITE vs RACE
+670.3%
+2,744.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.3% | -16.4% | -17.6% |
| 7D | -44.6% | +5.7% | -50.2% | -46.1% |
| 30D | -55.0% | +9.3% | -64.3% | -57.0% |
| 3M | -38.3% | +3.8% | -42.1% | -39.8% |
| 6M | -48.8% | +29.8% | -78.5% | -55.9% |
| YTD | +38.3% | +15.6% | +22.7% | +24.1% |
| 1Y | +119.0% | +5.1% | +113.9% | +106.1% |
| 3Y | +1,092.0% | +30.8% | +1,061.2% | +858.7% |
| 5Y | +446.1% | +67.4% | +378.7% | +274.0% |
| 10Y | +1,381.7% | +793.6% | +588.1% | +370.9% |
| All | +3,415.2% | +670.3% | +2,744.9% | +1,037.5% |
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