+512.4%
LDOS vs RCAT
-100.0%
+612.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.9% | +15.0% | +0.1% |
| 7D | -3.7% | -32.6% | +28.9% | -3.6% |
| 30D | +16.4% | -46.3% | +62.7% | +16.6% |
| 3M | +7.4% | -60.7% | +68.1% | +7.7% |
| 6M | -0.3% | -67.4% | +67.0% | 0.0% |
| YTD | -24.0% | -57.1% | +33.0% | -23.9% |
| 1Y | -29.6% | -63.8% | +34.2% | -29.4% |
| 3Y | +35.1% | +268.1% | -233.0% | +34.0% |
| 5Y | +52.9% | +25.2% | +27.7% | +51.8% |
| 10Y | +262.2% | -99.7% | +361.9% | +250.7% |
| All | +512.4% | -100.0% | +612.4% | +455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling