+2,080.1%
LLY vs RCAT
-99.8%
+2,179.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.3% |
| 7D | +6.7% | -5.9% | +12.7% | +6.8% |
| 30D | +19.6% | -19.7% | +39.2% | +19.7% |
| 3M | +19.7% | -62.9% | +82.6% | +20.2% |
| 6M | +42.7% | -59.6% | +102.3% | +43.1% |
| YTD | +35.1% | -52.1% | +87.2% | +35.3% |
| 1Y | +42.2% | -50.9% | +93.1% | +42.3% |
| 3Y | +140.8% | +333.8% | -193.0% | +137.8% |
| 5Y | +480.6% | +40.7% | +439.8% | +474.2% |
| All | +2,080.1% | -99.8% | +2,179.9% | +1,947.5% |
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