+463.9%
LLY vs RACE
+67.1%
+396.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.1% |
| 7D | +0.1% | +3.9% | -3.9% | -0.8% |
| 30D | +19.7% | +7.4% | +12.3% | +17.9% |
| 3M | +19.3% | +1.6% | +17.6% | +18.7% |
| 6M | +49.3% | +23.3% | +26.0% | +42.3% |
| YTD | +32.0% | +14.7% | +17.4% | +27.2% |
| 1Y | +53.7% | +2.5% | +51.2% | +51.4% |
| 3Y | +143.7% | +28.0% | +115.8% | +126.2% |
| 5Y | +463.9% | +69.8% | +394.1% | +401.0% |
| All | +463.9% | +67.1% | +396.8% | +401.0% |
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