+65.0%
LH vs RCAT
+71.1%
-6.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.4% | -10.0% | +1.2% |
| 7D | +4.6% | +1.1% | +3.4% | +4.4% |
| 30D | +19.1% | -22.0% | +41.1% | +19.6% |
| 3M | +16.7% | -51.1% | +67.9% | +18.2% |
| 6M | +47.0% | -56.6% | +103.6% | +48.7% |
| YTD | +49.3% | -43.3% | +92.6% | +49.2% |
| 1Y | +48.6% | -51.5% | +100.1% | +48.8% |
| 3Y | +87.8% | +411.4% | -323.5% | +74.9% |
| 5Y | +65.0% | +74.4% | -9.4% | +60.0% |
| All | +65.0% | +71.1% | -6.1% | +60.0% |
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