+272.5%
LMT vs RACE
+663.9%
-391.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.6% |
| 7D | -8.5% | +3.9% | -12.5% | -9.1% |
| 30D | +15.4% | +7.4% | +8.0% | +14.1% |
| 3M | +0.7% | +1.6% | -1.0% | +0.2% |
| 6M | +17.6% | +23.3% | -5.7% | +13.2% |
| YTD | +23.8% | +14.7% | +9.2% | +20.2% |
| 1Y | +31.6% | +2.5% | +29.1% | +30.1% |
| 3Y | +44.0% | +28.0% | +16.0% | +33.1% |
| 5Y | +98.8% | +69.8% | +29.0% | +70.8% |
| 10Y | +202.1% | +734.9% | -532.7% | +99.5% |
| All | +272.5% | +663.9% | -391.5% | +142.2% |
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