+100.6%
LEN vs RCAT
-98.4%
+199.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.7% | -3.9% |
| 7D | -2.9% | +5.4% | -8.3% | -2.9% |
| 30D | -8.9% | -5.6% | -3.3% | -8.8% |
| 3M | -10.9% | -30.2% | +19.3% | -10.8% |
| 6M | -19.7% | -43.4% | +23.7% | -19.5% |
| YTD | -20.6% | +9.6% | -30.2% | -20.8% |
| 1Y | -42.4% | -2.0% | -40.5% | -42.6% |
| 3Y | -26.5% | +825.0% | -851.5% | -27.9% |
| 5Y | -10.9% | +199.8% | -210.8% | -12.5% |
| 10Y | +100.6% | -98.4% | +199.0% | +92.5% |
| All | +100.6% | -98.4% | +199.0% | +92.5% |
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