+438.9%
LLY vs RACE
+65.1%
+373.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.4% | -3.3% |
| 7D | -0.7% | +5.7% | -6.3% | -1.8% |
| 30D | +17.9% | +9.3% | +8.6% | +15.7% |
| 3M | +16.8% | +3.8% | +13.0% | +15.8% |
| 6M | +38.4% | +29.8% | +8.7% | +30.4% |
| YTD | +27.6% | +15.6% | +12.0% | +22.7% |
| 1Y | +48.3% | +5.1% | +43.3% | +45.4% |
| 3Y | +145.4% | +30.8% | +114.6% | +126.7% |
| 5Y | +438.9% | +67.4% | +371.5% | +377.7% |
| All | +438.9% | +65.1% | +373.8% | +377.7% |
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