+168.6%
LII vs RCAT
-99.6%
+268.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.4% | -9.2% | +2.1% |
| 7D | -1.2% | +1.1% | -2.3% | -1.2% |
| 30D | -2.0% | -22.0% | +20.1% | -1.9% |
| 3M | -20.2% | -51.1% | +30.9% | -20.0% |
| 6M | -32.5% | -56.6% | +24.1% | -32.3% |
| YTD | -27.4% | -43.3% | +15.9% | -27.3% |
| 1Y | -28.2% | -51.5% | +23.3% | -28.1% |
| 3Y | -7.2% | +411.4% | -418.6% | -8.0% |
| 5Y | +19.9% | +74.4% | -54.5% | +19.0% |
| 10Y | +168.6% | -99.6% | +268.2% | +155.2% |
| All | +168.6% | -99.6% | +268.2% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling