+372.0%
LLY vs RACE
+93.6%
+278.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | -2.1% | -2.5% | +0.4% | -1.6% |
| 30D | -1.6% | +0.8% | -2.4% | -1.8% |
| 3M | +2.3% | +17.2% | -14.9% | -1.4% |
| 6M | +14.9% | +13.6% | +1.3% | +11.2% |
| YTD | +7.5% | +12.2% | -4.7% | +4.0% |
| 1Y | +55.7% | -16.3% | +71.9% | +59.7% |
| 3Y | +110.6% | +36.4% | +74.2% | +92.6% |
| All | +372.0% | +93.6% | +278.5% | +296.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling