+221.4%
LDOS vs RCAT
-99.8%
+321.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.4% |
| 7D | -1.6% | -5.9% | +4.3% | -1.6% |
| 30D | +8.2% | -19.7% | +27.9% | +8.4% |
| 3M | -8.2% | -62.9% | +54.7% | -7.4% |
| 6M | +5.8% | -59.6% | +65.4% | +6.5% |
| YTD | -27.0% | -52.1% | +25.1% | -26.7% |
| 1Y | -31.0% | -50.9% | +19.9% | -30.8% |
| 3Y | +29.3% | +333.8% | -304.5% | +25.9% |
| 5Y | +48.7% | +40.7% | +8.0% | +45.5% |
| All | +221.4% | -99.8% | +321.2% | +190.9% |
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