+137.8%
LTH vs RACE
+64.4%
+73.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.4% |
| 7D | -1.3% | -1.2% | -0.1% | -0.6% |
| 30D | +15.7% | +6.1% | +9.5% | +12.3% |
| 3M | +5.0% | -0.3% | +5.3% | +4.8% |
| 6M | +37.7% | +23.4% | +14.2% | +21.8% |
| YTD | +75.0% | +12.5% | +62.5% | +61.0% |
| 1Y | +82.6% | -0.5% | +83.1% | +80.0% |
| 3Y | +241.3% | +23.6% | +217.7% | +156.1% |
| All | +137.8% | +64.4% | +73.4% | +29.7% |
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