+4,933.1%
LII vs RCAT
-100.0%
+5,033.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.9% | +12.0% | -2.8% |
| 7D | +0.2% | -32.6% | +32.8% | +0.3% |
| 30D | -4.6% | -46.3% | +41.7% | -4.5% |
| 3M | -21.7% | -60.7% | +39.0% | -21.5% |
| 6M | -32.8% | -67.4% | +34.6% | -32.7% |
| YTD | -27.5% | -57.1% | +29.5% | -27.5% |
| 1Y | -28.0% | -63.8% | +35.8% | -27.9% |
| 3Y | -7.2% | +268.1% | -275.3% | -7.6% |
| 5Y | +22.6% | +25.2% | -2.6% | +22.2% |
| 10Y | +171.5% | -99.7% | +271.2% | +165.2% |
| All | +4,933.1% | -100.0% | +5,033.1% | +4,933.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling