-13.3%
LEN vs RCAT
+57.4%
-70.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.3% | +5.1% | -3.0% |
| 7D | -8.7% | +15.6% | -24.3% | -9.1% |
| 30D | +11.6% | -24.1% | +35.7% | +12.3% |
| 3M | -1.3% | -61.9% | +60.6% | +1.2% |
| 6M | -1.4% | -64.3% | +62.9% | +0.8% |
| YTD | -16.9% | -50.4% | +33.5% | -16.2% |
| 1Y | -31.2% | -54.0% | +22.9% | -30.6% |
| 3Y | -25.6% | +347.2% | -372.7% | -31.8% |
| 5Y | -13.3% | +45.7% | -59.0% | -20.8% |
| All | -13.3% | +57.4% | -70.7% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling