+29.4%
LITE vs RCAT
-44.6%
+74.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.5% |
| 7D | -1.5% | -1.4% | -0.1% | -1.2% |
| 30D | +6.7% | -3.3% | +10.0% | +6.7% |
| 3M | -6.8% | -43.2% | +36.5% | +0.1% |
| 6M | +29.4% | -43.2% | +72.6% | +39.9% |
| All | +29.4% | -44.6% | +74.0% | +39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling