+62.5%
LTH vs RACE
+26.7%
+35.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.4% |
| 7D | +5.3% | +5.7% | -0.4% | +3.8% |
| 30D | +18.3% | +9.3% | +9.0% | +15.7% |
| 3M | +5.4% | +3.8% | +1.6% | +4.1% |
| 6M | +62.5% | +29.8% | +32.7% | +51.7% |
| All | +62.5% | +26.7% | +35.9% | +51.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling