+5.2%
LVS vs RACE
+93.6%
-88.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.5% |
| 7D | -1.5% | -2.5% | +1.0% | -0.4% |
| 30D | -3.2% | +0.8% | -4.0% | -3.6% |
| 3M | -12.0% | +17.2% | -29.1% | -18.4% |
| 6M | -19.9% | +13.6% | -33.5% | -25.1% |
| YTD | -30.6% | +12.2% | -42.8% | -35.3% |
| 1Y | -17.7% | -16.3% | -1.5% | -12.1% |
| 3Y | -14.2% | +36.4% | -50.7% | -35.7% |
| All | +5.2% | +93.6% | -88.3% | -40.9% |
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 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