+490.8%
LITE vs RCAT
+46.9%
+443.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +18.6% | -13.0% | +3.5% |
| 7D | -35.9% | -12.7% | -23.2% | -34.8% |
| 30D | -51.5% | -34.3% | -17.2% | -49.1% |
| 3M | -35.7% | -53.4% | +17.7% | -30.3% |
| 6M | -43.0% | -62.0% | +19.0% | -37.3% |
| YTD | +46.1% | -49.1% | +95.2% | +53.5% |
| 1Y | +124.7% | -53.1% | +177.8% | +137.3% |
| 3Y | +1,172.1% | +318.7% | +853.4% | +1,090.0% |
| All | +490.8% | +46.9% | +443.9% | +479.5% |
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