+419.2%
LEN vs RCAT
-100.0%
+519.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -3.2% | -1.4% | -1.8% | -3.2% |
| 30D | -4.9% | -3.3% | -1.5% | -4.9% |
| 3M | -8.5% | -43.2% | +34.7% | -8.4% |
| 6M | -20.7% | -43.2% | +22.5% | -20.6% |
| YTD | -17.4% | +5.5% | -23.0% | -17.5% |
| 1Y | -38.2% | -1.6% | -36.6% | -38.3% |
| 3Y | -24.9% | +773.7% | -798.6% | -25.6% |
| 5Y | -11.4% | +187.6% | -199.1% | -12.2% |
| 10Y | +110.0% | -98.5% | +208.5% | +101.9% |
| All | +419.2% | -100.0% | +519.2% | +277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling