+183.1%
LNT vs RCAT
-99.8%
+282.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +0.5% |
| 7D | +1.0% | -5.9% | +7.0% | +1.1% |
| 30D | +9.6% | -19.7% | +29.3% | +9.6% |
| 3M | +5.4% | -62.9% | +68.3% | +5.6% |
| 6M | +3.1% | -59.6% | +62.7% | +3.2% |
| YTD | +16.5% | -52.1% | +68.6% | +16.5% |
| 1Y | +12.3% | -50.9% | +63.2% | +12.3% |
| 3Y | +70.3% | +333.8% | -263.5% | +69.0% |
| 5Y | +56.4% | +40.7% | +15.7% | +55.4% |
| All | +183.1% | -99.8% | +282.9% | +177.1% |
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