-25.3%
LII vs RCAT
-54.8%
+29.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.6% | +1.3% |
| 7D | +2.9% | -5.9% | +8.9% | +3.2% |
| 30D | +0.9% | -19.7% | +20.6% | +1.9% |
| 3M | -15.5% | -62.9% | +47.3% | -11.1% |
| 6M | -30.2% | -59.6% | +29.4% | -27.6% |
| YTD | -26.8% | -52.1% | +25.2% | -28.2% |
| 1Y | -25.3% | -50.9% | +25.6% | -27.5% |
| All | -25.3% | -54.8% | +29.5% | -27.5% |
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