-11.7%
LVS vs RACE
+28.1%
-39.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | +11.1% | +5.1% | +6.0% | +9.6% |
| 30D | +14.7% | +7.7% | +7.0% | +12.4% |
| 3M | -10.9% | +2.2% | -13.1% | -11.5% |
| 6M | -22.3% | +23.8% | -46.1% | -27.1% |
| YTD | -35.8% | +13.9% | -49.7% | -38.6% |
| 1Y | -33.5% | +3.8% | -37.2% | -34.5% |
| 3Y | -11.7% | +28.0% | -39.7% | -21.9% |
| All | -11.7% | +28.1% | -39.8% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling