-31.3%
LDOS vs RCAT
-54.8%
+23.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.2% | -1.5% |
| 7D | -3.5% | +15.6% | -19.0% | -4.6% |
| 30D | +9.5% | -24.1% | +33.6% | +11.4% |
| 3M | -6.3% | -61.9% | +55.6% | +0.7% |
| 6M | +2.8% | -64.3% | +67.1% | +9.4% |
| YTD | -26.6% | -50.4% | +23.7% | -27.7% |
| 1Y | -31.3% | -54.0% | +22.7% | -32.4% |
| All | -31.3% | -54.8% | +23.5% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling