+232.6%
LMT vs RACE
+647.6%
-415.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | -6.3% | -2.5% | -3.7% | -5.9% |
| 30D | -8.5% | +0.8% | -9.3% | -8.7% |
| 3M | +1.8% | +17.2% | -15.3% | -1.0% |
| 6M | -19.9% | +13.6% | -33.5% | -21.9% |
| YTD | +10.6% | +12.2% | -1.6% | +7.8% |
| 1Y | +17.9% | -16.3% | +34.2% | +20.4% |
| 3Y | +27.0% | +36.4% | -9.5% | +15.7% |
| 5Y | +68.7% | +95.0% | -26.3% | +39.5% |
| 10Y | +181.1% | +813.2% | -632.2% | +84.6% |
| All | +232.6% | +647.6% | -415.0% | +117.2% |
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