+1,173.1%
LNT vs RCAT
-100.0%
+1,273.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -0.2% | +7.2% | -7.5% | -0.2% |
| 30D | +11.6% | -20.4% | +32.0% | +11.6% |
| 3M | +8.2% | -59.8% | +67.9% | +8.2% |
| 6M | +3.1% | -61.9% | +65.0% | +3.1% |
| YTD | +16.8% | -45.9% | +62.7% | +16.8% |
| 1Y | +11.6% | -50.5% | +62.1% | +11.6% |
| 3Y | +67.4% | +387.5% | -320.1% | +67.3% |
| 5Y | +56.8% | +70.9% | -14.2% | +56.7% |
| 10Y | +185.0% | -99.7% | +284.8% | +186.5% |
| All | +1,173.1% | -100.0% | +1,273.1% | +1,348.5% |
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