+46.3%
LLY vs RACE
+0.7%
+45.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -3.9% | +5.2% | +2.3% |
| 30D | +21.5% | +6.8% | +14.7% | +19.9% |
| 3M | +18.5% | +1.3% | +17.1% | +18.0% |
| 6M | +49.1% | +26.3% | +22.8% | +41.3% |
| YTD | +34.4% | +13.8% | +20.6% | +25.8% |
| 1Y | +46.3% | -0.5% | +46.8% | +35.2% |
| All | +46.3% | +0.7% | +45.6% | +35.2% |
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 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