+562.5%
LITE vs RCAT
+41.8%
+520.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -4.1% |
| 7D | +10.8% | -5.9% | +16.7% | +11.7% |
| 30D | -33.4% | -19.7% | -13.8% | -31.5% |
| 3M | -32.2% | -62.9% | +30.6% | -24.5% |
| 6M | -42.1% | -59.6% | +17.5% | -36.5% |
| YTD | +61.9% | -52.1% | +113.9% | +71.4% |
| 1Y | +163.0% | -50.9% | +213.9% | +177.6% |
| 3Y | +1,358.0% | +333.8% | +1,024.2% | +1,270.0% |
| All | +562.5% | +41.8% | +520.7% | +536.3% |
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 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