-8.2%
LDOS vs RCAT
-63.9%
+55.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -10.3% | +11.0% | +1.1% |
| 7D | -2.8% | -18.5% | +15.7% | -2.1% |
| 30D | +13.6% | -37.0% | +50.5% | +15.9% |
| 3M | +4.2% | -54.9% | +59.1% | +8.3% |
| 6M | -8.2% | -63.6% | +55.4% | -5.5% |
| All | -8.2% | -63.9% | +55.7% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling