+143.5%
LTH vs RCAT
+164.9%
-21.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | -0.6% | -1.4% | +0.8% | -0.6% |
| 30D | -4.6% | -3.3% | -1.2% | -4.5% |
| 3M | +32.8% | -43.2% | +76.0% | +36.0% |
| 6M | +64.6% | -43.2% | +107.8% | +67.0% |
| YTD | +62.6% | +5.5% | +57.1% | +58.4% |
| 1Y | +49.9% | -1.6% | +51.6% | +44.7% |
| 3Y | +151.3% | +773.7% | -622.4% | +98.8% |
| All | +143.5% | +164.9% | -21.3% | +84.5% |
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