+446.1%
LITE vs RCAT
+25.6%
+420.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -14.9% | -3.8% | -16.9% |
| 7D | -44.6% | -32.6% | -12.0% | -41.8% |
| 30D | -55.0% | -46.3% | -8.7% | -51.6% |
| 3M | -38.3% | -60.7% | +22.4% | -31.7% |
| 6M | -48.8% | -67.4% | +18.6% | -42.6% |
| YTD | +38.3% | -57.1% | +95.3% | +48.4% |
| 1Y | +119.0% | -63.8% | +182.8% | +137.6% |
| 3Y | +1,092.0% | +268.1% | +823.9% | +1,035.1% |
| 5Y | +446.1% | +25.2% | +420.9% | +445.9% |
| All | +446.1% | +25.6% | +420.4% | +445.9% |
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