+2,043.2%
LLY vs RCAT
-99.8%
+2,143.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +18.6% | -19.4% | -0.9% |
| 7D | -4.5% | -12.7% | +8.3% | -4.4% |
| 30D | +13.9% | -34.3% | +48.2% | +14.1% |
| 3M | +13.8% | -53.4% | +67.2% | +14.1% |
| 6M | +37.6% | -62.0% | +99.6% | +38.0% |
| YTD | +26.6% | -49.1% | +75.7% | +26.7% |
| 1Y | +45.3% | -53.1% | +98.5% | +45.4% |
| 3Y | +132.2% | +318.7% | -186.4% | +129.5% |
| 5Y | +434.7% | +48.5% | +386.1% | +428.9% |
| All | +2,043.2% | -99.8% | +2,143.0% | +1,987.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling