+20.4%
LII vs RCAT
+46.9%
-26.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +18.6% | -20.6% | -2.8% |
| 7D | -0.6% | -12.7% | +12.1% | -0.1% |
| 30D | -4.6% | -34.3% | +29.7% | -2.9% |
| 3M | -21.2% | -53.4% | +32.2% | -18.6% |
| 6M | -36.4% | -62.0% | +25.5% | -34.2% |
| YTD | -28.9% | -49.1% | +20.1% | -28.3% |
| 1Y | -29.5% | -53.1% | +23.6% | -28.8% |
| 3Y | -8.6% | +318.7% | -327.2% | -20.0% |
| All | +20.4% | +46.9% | -26.5% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling