+473.4%
LLY vs RCAT
+57.4%
+416.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | -0.5% |
| 7D | +4.6% | +15.6% | -11.0% | +4.1% |
| 30D | +22.4% | -24.1% | +46.5% | +23.1% |
| 3M | +17.1% | -61.9% | +79.0% | +19.9% |
| 6M | +44.6% | -64.3% | +109.0% | +47.7% |
| YTD | +33.5% | -50.4% | +83.8% | +33.7% |
| 1Y | +41.1% | -54.0% | +95.1% | +41.4% |
| 3Y | +143.8% | +347.2% | -203.4% | +113.4% |
| 5Y | +473.4% | +45.7% | +427.6% | +411.8% |
| All | +473.4% | +57.4% | +416.0% | +411.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling