+19.5%
LII vs RCAT
+63.2%
-43.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | -0.1% |
| 7D | +0.4% | -5.6% | +6.0% | +0.5% |
| 30D | -2.4% | -27.0% | +24.6% | -1.2% |
| 3M | -17.5% | -57.9% | +40.4% | -14.3% |
| 6M | -32.8% | -59.4% | +26.6% | -30.7% |
| YTD | -27.7% | -46.9% | +19.2% | -27.2% |
| 1Y | -28.1% | -54.0% | +26.0% | -27.3% |
| 3Y | -9.7% | +378.4% | -388.1% | -21.6% |
| 5Y | +19.5% | +61.9% | -42.4% | +10.5% |
| All | +19.5% | +63.2% | -43.7% | +10.5% |
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