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Look up Custer's Last Stand. https://en.m.wikipedia.org/wiki/Battle_of_the_Little_Bighorn
Larson did a few referencing this. Basically, Custer and his cavalry were soundly defeated by the combined native tribes.
Outside of US Cavalry and some Native Americans, what part of this is Little Big Horn or Custer? That link doesn't she's light on what the comic means.
They're saying "Neener Neener, you can't catch me," and from what we know about history, the Natives accepted the challenge and won. I'm not sure how else to explain it. You might not find it funny, and that's okay, but it's clearly a reference to that battle.
What we know about history - the natives won?
They won the Battle of Little Bighorn, also known as Custer's Last Stand, yes.
I am skeptical that this is about that battle as well, absent some sort of outside information like Larson explicitly saying it was.
There were many battles that the cavalry had with Native Americans. I don't think that you can say cavalry+Native Americans implies Custer's last stand.
Thst also wasn't a raid on a fort. I do see references by Larson to that battle, but also cartoons that clearly are not, like this one, also about a raid on a fort:
