+1,691.8%
LLY vs RACE
+647.6%
+1,044.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 6M | +14.9% | +13.6% | +1.3% | +11.1% |
| YTD | +7.5% | +12.2% | -4.7% | +3.9% |
| 1Y | +55.7% | -16.3% | +71.9% | +59.9% |
| 3Y | +110.6% | +36.4% | +74.2% | +91.1% |
| 5Y | +363.4% | +95.0% | +268.5% | +281.5% |
| 10Y | +1,649.0% | +813.2% | +835.7% | +972.2% |
| All | +1,691.8% | +647.6% | +1,044.2% | +955.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling