+2,898.2%
LITE vs RCAT
-99.5%
+2,997.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -14.9% | -3.8% | -18.4% |
| 7D | -44.6% | -32.6% | -12.0% | -44.2% |
| 30D | -55.0% | -46.3% | -8.7% | -54.6% |
| 3M | -38.3% | -60.7% | +22.4% | -37.4% |
| 6M | -48.8% | -67.4% | +18.6% | -47.9% |
| YTD | +38.3% | -57.1% | +95.3% | +39.7% |
| 1Y | +119.0% | -63.8% | +182.8% | +121.7% |
| 3Y | +1,092.0% | +268.1% | +823.9% | +1,068.0% |
| 5Y | +446.1% | +25.2% | +420.9% | +437.3% |
| 10Y | +1,381.7% | -99.7% | +1,481.4% | +1,208.1% |
| All | +2,898.2% | -99.5% | +2,997.8% | +2,612.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling