+3,613.0%
LLY vs RCAT
-100.0%
+3,713.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | +1.4% | +7.2% | -5.9% | +1.4% |
| 30D | +21.5% | -20.4% | +41.9% | +21.6% |
| 3M | +18.5% | -59.8% | +78.2% | +18.6% |
| 6M | +49.1% | -61.9% | +111.0% | +49.2% |
| YTD | +34.4% | -45.9% | +80.3% | +34.4% |
| 1Y | +46.3% | -50.5% | +96.8% | +46.3% |
| 3Y | +145.5% | +387.5% | -242.0% | +144.7% |
| 5Y | +472.7% | +70.9% | +401.8% | +471.1% |
| 10Y | +2,049.9% | -99.7% | +2,149.7% | +2,035.3% |
| All | +3,613.0% | -100.0% | +3,713.0% | +3,339.4% |
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 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