+901.5%
LITE vs RCAT
+183.7%
+717.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.2% |
| 7D | -1.5% | -1.4% | -0.1% | -1.4% |
| 30D | +6.7% | -3.3% | +10.0% | +6.8% |
| 3M | -6.8% | -43.2% | +36.5% | -2.2% |
| 6M | +29.4% | -43.2% | +72.6% | +34.1% |
| YTD | +139.1% | +5.5% | +133.5% | +132.5% |
| 1Y | +521.0% | -1.6% | +522.6% | +501.4% |
| 3Y | +1,535.3% | +773.7% | +761.6% | +1,338.4% |
| All | +901.5% | +183.7% | +717.8% | +789.3% |
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