+162.9%
LII vs RCAT
-99.8%
+262.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.5% | -0.7% |
| 7D | -0.2% | +15.6% | -15.8% | -0.3% |
| 30D | -0.6% | -24.1% | +23.5% | -0.5% |
| 3M | -17.0% | -61.9% | +44.9% | -16.7% |
| 6M | -31.1% | -64.3% | +33.2% | -30.9% |
| YTD | -27.7% | -50.4% | +22.7% | -27.6% |
| 1Y | -26.2% | -54.0% | +27.9% | -26.0% |
| 3Y | -9.6% | +347.2% | -356.8% | -10.3% |
| 5Y | +15.7% | +45.7% | -30.1% | +14.9% |
| All | +162.9% | -99.8% | +262.7% | +151.9% |
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