+56.1%
LNT vs RCAT
+71.1%
-15.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.4% | -10.3% | +1.0% |
| 7D | +0.6% | +1.1% | -0.5% | +0.6% |
| 30D | +12.4% | -22.0% | +34.4% | +12.6% |
| 3M | +6.7% | -51.1% | +57.8% | +7.2% |
| 6M | +3.9% | -56.6% | +60.5% | +4.3% |
| YTD | +16.5% | -43.3% | +59.8% | +16.2% |
| 1Y | +12.5% | -51.5% | +64.0% | +12.3% |
| 3Y | +66.9% | +411.4% | -344.5% | +57.3% |
| 5Y | +56.1% | +74.4% | -18.3% | +49.4% |
| All | +56.1% | +71.1% | -15.0% | +49.4% |
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 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