-26.2%
LII vs RCAT
-59.1%
+32.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -10.3% | +13.9% | +4.1% |
| 7D | +7.9% | -18.5% | +26.4% | +9.0% |
| 30D | -0.6% | -37.0% | +36.4% | +1.8% |
| 3M | -19.3% | -54.9% | +35.5% | -16.0% |
| 6M | -29.8% | -63.6% | +33.8% | -26.9% |
| YTD | -25.4% | -49.6% | +24.2% | -26.6% |
| 1Y | -26.2% | -57.8% | +31.6% | -26.3% |
| All | -26.2% | -59.1% | +32.9% | -26.3% |
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