+167.7%
LTH vs RCAT
+35.8%
+132.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +0.3% | +7.2% | -7.0% | -0.2% |
| 30D | +17.7% | -20.4% | +38.1% | +18.6% |
| 3M | +8.5% | -59.8% | +68.2% | +12.9% |
| 6M | +46.9% | -61.9% | +108.8% | +52.1% |
| YTD | +78.8% | -45.9% | +124.7% | +79.1% |
| 1Y | +84.9% | -50.5% | +135.4% | +85.5% |
| 3Y | +246.4% | +387.5% | -141.1% | +180.4% |
| 5Y | +129.6% | +70.9% | +58.6% | +86.1% |
| All | +167.7% | +35.8% | +132.0% | +108.7% |
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