+16.6%
LH vs RCAT
-7.9%
+24.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.1% |
| 7D | -3.2% | -2.3% | -0.9% | -3.2% |
| 30D | +0.1% | -18.7% | +18.8% | +0.3% |
| 3M | +18.6% | -29.3% | +47.9% | +18.9% |
| 6M | +17.9% | -42.3% | +60.3% | +18.1% |
| YTD | +28.9% | +2.5% | +26.4% | +27.1% |
| 1Y | +16.6% | -5.7% | +22.3% | +12.9% |
| All | +16.6% | -7.9% | +24.6% | +12.9% |
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 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