+141.5%
LTH vs RCAT
+46.9%
+94.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +18.6% | -20.0% | -2.2% |
| 7D | +4.5% | -12.7% | +17.2% | +5.0% |
| 30D | +16.3% | -34.3% | +50.7% | +18.5% |
| 3M | +8.4% | -53.4% | +61.8% | +12.1% |
| 6M | +40.3% | -62.0% | +102.2% | +45.3% |
| YTD | +77.3% | -49.1% | +126.3% | +78.2% |
| 1Y | +88.0% | -53.1% | +141.1% | +89.1% |
| 3Y | +274.3% | +318.7% | -44.4% | +202.8% |
| All | +141.5% | +46.9% | +94.6% | +97.1% |
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 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