+33.9%
LNT vs RACE
+93.6%
-59.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -0.1% | -2.5% | +2.4% | +0.2% |
| 30D | -3.2% | +0.8% | -4.0% | -3.3% |
| 3M | -4.1% | +17.2% | -21.2% | -6.1% |
| 6M | -4.6% | +13.6% | -18.1% | -6.3% |
| YTD | +7.0% | +12.2% | -5.2% | +5.0% |
| 1Y | +8.3% | -16.3% | +24.5% | +10.2% |
| 3Y | +51.0% | +36.4% | +14.6% | +39.5% |
| All | +33.9% | +93.6% | -59.7% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling