+57.3%
LLY vs RACE
+10.6%
+46.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.3% |
| 7D | +10.1% | +9.9% | +0.2% | +7.8% |
| 30D | +24.0% | +12.8% | +11.3% | +20.9% |
| 3M | +27.3% | +7.4% | +19.9% | +25.2% |
| 6M | +47.0% | +27.6% | +19.4% | +38.7% |
| YTD | +32.6% | +18.4% | +14.2% | +23.8% |
| 1Y | +57.3% | +9.5% | +47.8% | +47.4% |
| All | +57.3% | +10.6% | +46.8% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling