+2,043.2%
LLY vs RACE
+740.1%
+1,303.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -4.5% | +5.1% | -9.6% | -5.6% |
| 30D | +13.9% | +7.7% | +6.2% | +11.9% |
| 3M | +13.8% | +2.2% | +11.6% | +13.1% |
| 6M | +37.6% | +23.8% | +13.9% | +30.1% |
| YTD | +26.6% | +13.9% | +12.7% | +21.6% |
| 1Y | +45.3% | +3.8% | +41.6% | +42.6% |
| 3Y | +132.2% | +28.0% | +104.2% | +112.2% |
| 5Y | +434.7% | +64.9% | +369.7% | +352.4% |
| All | +2,043.2% | +740.1% | +1,303.1% | +1,131.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling