+41.3%
LDOS vs RCAT
+762.9%
-721.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.6% |
| 7D | -5.4% | -1.4% | -4.0% | -5.4% |
| 30D | +4.9% | -3.3% | +8.2% | +5.0% |
| 3M | +7.2% | -43.2% | +50.4% | +9.4% |
| 6M | -24.2% | -43.2% | +18.9% | -23.3% |
| YTD | -25.8% | +5.5% | -31.4% | -26.8% |
| 1Y | -24.7% | -1.6% | -23.1% | -26.1% |
| All | +41.3% | +762.9% | -721.6% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling