+29.9%
LH vs RCAT
+192.8%
-162.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.7% |
| 7D | -0.8% | +5.4% | -6.2% | -0.9% |
| 30D | +2.0% | -5.6% | +7.6% | +2.1% |
| 3M | +24.3% | -30.2% | +54.5% | +24.8% |
| 6M | +21.1% | -43.4% | +64.4% | +21.7% |
| YTD | +30.4% | +9.6% | +20.8% | +29.0% |
| 1Y | +18.4% | -2.0% | +20.3% | +16.7% |
| 3Y | +65.5% | +825.0% | -759.5% | +54.8% |
| 5Y | +29.9% | +199.8% | -170.0% | +21.5% |
| All | +29.9% | +192.8% | -162.9% | +21.5% |
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 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