+146.1%
LTH vs RACE
+65.1%
+81.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.9% |
| 7D | +5.3% | +5.7% | -0.4% | +2.4% |
| 30D | +18.3% | +9.3% | +9.0% | +13.0% |
| 3M | +5.4% | +3.8% | +1.6% | +3.0% |
| 6M | +62.5% | +29.8% | +32.7% | +40.1% |
| YTD | +79.6% | +15.6% | +64.0% | +62.9% |
| 1Y | +88.1% | +5.1% | +83.1% | +80.1% |
| 3Y | +272.5% | +30.8% | +241.7% | +168.3% |
| 5Y | +146.1% | +67.4% | +78.7% | +32.7% |
| All | +146.1% | +65.1% | +81.0% | +32.7% |
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 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