+146.2%
LEN vs RCAT
-99.7%
+246.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | -6.4% | +7.2% | -13.6% | -6.4% |
| 30D | +15.6% | -20.4% | +36.1% | +15.8% |
| 3M | -0.8% | -59.8% | +59.0% | -0.3% |
| 6M | +0.4% | -61.9% | +62.2% | +0.8% |
| YTD | -14.1% | -45.9% | +31.8% | -14.0% |
| 1Y | -29.6% | -50.5% | +20.9% | -29.5% |
| 3Y | -23.1% | +387.5% | -410.6% | -24.3% |
| 5Y | -8.9% | +70.9% | -79.8% | -10.1% |
| 10Y | +146.2% | -99.7% | +246.0% | +149.0% |
| All | +146.2% | -99.7% | +246.0% | +149.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling