+259.1%
LMT vs RACE
+658.9%
-399.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -11.0% | +5.1% | -16.1% | -11.7% |
| 30D | +13.6% | +7.7% | +5.9% | +12.2% |
| 3M | -2.1% | +2.2% | -4.3% | -2.6% |
| 6M | +11.7% | +23.8% | -12.1% | +7.4% |
| YTD | +19.4% | +13.9% | +5.5% | +16.0% |
| 1Y | +24.1% | +3.8% | +20.3% | +22.4% |
| 3Y | +36.2% | +28.0% | +8.1% | +25.8% |
| 5Y | +90.7% | +64.9% | +25.8% | +64.9% |
| 10Y | +212.5% | +780.4% | -567.9% | +105.5% |
| All | +259.1% | +658.9% | -399.8% | +133.7% |
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 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