-22.5%
LEN vs RCAT
-59.1%
+36.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -10.3% | +17.4% | +7.4% |
| 7D | +10.5% | -18.5% | +29.0% | +11.2% |
| 30D | +24.6% | -37.0% | +61.6% | +26.7% |
| 3M | +6.6% | -54.9% | +61.5% | +9.7% |
| 6M | +10.6% | -63.6% | +74.3% | +14.3% |
| YTD | -8.3% | -49.6% | +41.2% | -7.9% |
| 1Y | -22.5% | -57.8% | +35.3% | -20.2% |
| All | -22.5% | -59.1% | +36.6% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling