+1,670.7%
LITE vs RCAT
-99.7%
+1,770.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +10.6% |
| 7D | +3.4% | +7.2% | -3.8% | +3.3% |
| 30D | -34.9% | -20.4% | -14.5% | -34.6% |
| 3M | -21.0% | -59.8% | +38.7% | -19.9% |
| 6M | -38.5% | -61.9% | +23.4% | -37.6% |
| YTD | +75.8% | -45.9% | +121.7% | +77.0% |
| 1Y | +156.7% | -50.5% | +207.2% | +158.7% |
| 3Y | +1,498.6% | +387.5% | +1,111.1% | +1,458.7% |
| 5Y | +610.9% | +70.9% | +540.0% | +596.0% |
| 10Y | +1,670.7% | -99.7% | +1,770.4% | +1,521.1% |
| All | +1,670.7% | -99.7% | +1,770.4% | +1,521.1% |
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