+1,402.3%
LITE vs RCAT
-99.8%
+1,502.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +18.6% | -13.0% | +5.4% |
| 7D | -35.9% | -12.7% | -23.2% | -35.8% |
| 30D | -51.5% | -34.3% | -17.2% | -51.2% |
| 3M | -35.7% | -53.4% | +17.7% | -34.9% |
| 6M | -43.0% | -62.0% | +19.0% | -42.1% |
| YTD | +46.1% | -49.1% | +95.2% | +47.3% |
| 1Y | +124.7% | -53.1% | +177.8% | +126.7% |
| 3Y | +1,172.1% | +318.7% | +853.4% | +1,141.9% |
| 5Y | +477.0% | +48.5% | +428.5% | +465.6% |
| All | +1,402.3% | -99.8% | +1,502.1% | +1,253.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling