-9.5%
LVS vs RACE
+24.7%
-34.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.3% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | +10.0% | +6.1% | +3.9% | +8.2% |
| 3M | -11.0% | -0.3% | -10.8% | -11.0% |
| 6M | -20.1% | +23.4% | -43.6% | -25.0% |
| YTD | -36.3% | +12.5% | -48.9% | -38.9% |
| 1Y | -36.8% | -0.5% | -36.4% | -37.0% |
| 3Y | -9.5% | +23.6% | -33.2% | -19.4% |
| All | -9.5% | +24.7% | -34.2% | -19.4% |
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