+130.5%
LTH vs RCAT
+57.4%
+73.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.3% | +4.1% | -3.8% |
| 7D | -4.6% | +15.6% | -20.2% | -5.4% |
| 30D | +14.8% | -24.1% | +38.9% | +16.0% |
| 3M | +3.9% | -61.9% | +65.8% | +8.6% |
| 6M | +35.5% | -64.3% | +99.8% | +40.9% |
| YTD | +71.3% | -50.4% | +121.7% | +72.4% |
| 1Y | +75.7% | -54.0% | +129.7% | +76.9% |
| 3Y | +231.9% | +347.2% | -115.2% | +164.3% |
| 5Y | +130.5% | +45.7% | +84.7% | +91.2% |
| All | +130.5% | +57.4% | +73.1% | +91.2% |
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