-29.5%
LII vs RCAT
-56.7%
+27.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +18.6% | -20.6% | -2.9% |
| 7D | -0.6% | -12.7% | +12.1% | 0.0% |
| 30D | -4.6% | -34.3% | +29.7% | -2.6% |
| 3M | -21.2% | -53.4% | +32.2% | -18.1% |
| 6M | -36.4% | -62.0% | +25.5% | -33.9% |
| YTD | -28.9% | -49.1% | +20.1% | -30.3% |
| 1Y | -29.5% | -53.1% | +23.6% | -30.8% |
| All | -29.5% | -56.7% | +27.2% | -30.8% |
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