+2,006.3%
LLY vs RCAT
-99.6%
+2,105.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.4% | -7.1% | +4.2% |
| 7D | +0.1% | +1.1% | -1.1% | 0.0% |
| 30D | +19.7% | -22.0% | +41.7% | +19.8% |
| 3M | +19.3% | -51.1% | +70.4% | +19.6% |
| 6M | +49.3% | -56.6% | +105.9% | +49.7% |
| YTD | +32.0% | -43.3% | +75.3% | +32.1% |
| 1Y | +53.7% | -51.5% | +105.2% | +53.8% |
| 3Y | +143.7% | +411.4% | -267.6% | +140.6% |
| 5Y | +463.9% | +74.4% | +389.5% | +457.5% |
| 10Y | +2,006.3% | -99.6% | +2,105.9% | +1,976.4% |
| All | +2,006.3% | -99.6% | +2,105.9% | +1,976.4% |
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