+190.4%
LMT vs RACE
+729.2%
-538.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.6% |
| 7D | +5.1% | -1.2% | +6.3% | +5.3% |
| 30D | +14.1% | +6.1% | +8.0% | +12.9% |
| 3M | +0.3% | -0.3% | +0.6% | +0.1% |
| 6M | +16.1% | +23.4% | -7.3% | +11.4% |
| YTD | +25.5% | +12.5% | +12.9% | +21.8% |
| 1Y | +34.1% | -0.5% | +34.6% | +33.2% |
| 3Y | +45.1% | +23.6% | +21.5% | +33.5% |
| 5Y | +100.9% | +65.4% | +35.5% | +69.9% |
| All | +190.4% | +729.2% | -538.8% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling