-29.6%
LDOS vs RCAT
-64.6%
+35.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.9% | +15.0% | +1.2% |
| 7D | -3.7% | -32.6% | +28.9% | -1.0% |
| 30D | +16.4% | -46.3% | +62.7% | +21.7% |
| 3M | +7.4% | -60.7% | +68.1% | +14.9% |
| 6M | -0.3% | -67.4% | +67.0% | +6.5% |
| YTD | -24.0% | -57.1% | +33.0% | -24.0% |
| 1Y | -29.6% | -63.8% | +34.2% | -29.0% |
| All | -29.6% | -64.6% | +35.0% | -29.0% |
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