-38.2%
LEN vs RCAT
-2.3%
-35.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -3.2% | -1.4% | -1.8% | -3.1% |
| 30D | -4.9% | -3.3% | -1.5% | -4.9% |
| 3M | -8.5% | -43.2% | +34.7% | -7.2% |
| 6M | -20.7% | -43.2% | +22.5% | -20.1% |
| YTD | -17.4% | +5.5% | -23.0% | -17.6% |
| 1Y | -38.2% | -1.6% | -36.6% | -40.2% |
| All | -38.2% | -2.3% | -35.9% | -40.2% |
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