+1,066.5%
LNT vs RCAT
-100.0%
+1,166.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | 0.0% |
| 7D | -0.1% | -1.4% | +1.3% | -0.1% |
| 30D | -3.2% | -3.3% | +0.2% | -3.2% |
| 3M | -4.1% | -43.2% | +39.1% | -4.1% |
| 6M | -4.6% | -43.2% | +38.6% | -4.6% |
| YTD | +7.0% | +5.5% | +1.5% | +7.0% |
| 1Y | +8.3% | -1.6% | +9.9% | +8.3% |
| 3Y | +51.0% | +773.7% | -722.7% | +50.9% |
| 5Y | +30.2% | +187.6% | -157.5% | +30.1% |
| 10Y | +143.6% | -98.5% | +242.0% | +145.0% |
| All | +1,066.5% | -100.0% | +1,166.5% | +1,227.1% |
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 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