+170.7%
LII vs RCAT
-98.5%
+269.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.1% | +1.2% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | -12.6% | -3.3% | -9.3% | -12.6% |
| 3M | -24.4% | -43.2% | +18.8% | -24.3% |
| 6M | -28.7% | -43.2% | +14.5% | -28.6% |
| YTD | -19.1% | +5.5% | -24.7% | -19.3% |
| 1Y | -29.7% | -1.6% | -28.1% | -29.8% |
| 3Y | +4.8% | +773.7% | -768.9% | +3.7% |
| 5Y | +24.6% | +187.6% | -163.1% | +23.4% |
| All | +170.7% | -98.5% | +269.2% | +153.7% |
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