+498.1%
LDOS vs RCAT
-99.9%
+597.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.5% |
| 7D | -5.4% | -1.4% | -4.0% | -5.4% |
| 30D | +4.9% | -3.3% | +8.2% | +4.9% |
| 3M | +7.2% | -43.2% | +50.4% | +7.4% |
| 6M | -24.2% | -43.2% | +18.9% | -24.2% |
| YTD | -25.8% | +5.5% | -31.4% | -25.9% |
| 1Y | -24.7% | -1.6% | -23.1% | -24.8% |
| 3Y | +39.3% | +773.7% | -734.4% | +37.7% |
| 5Y | +43.3% | +187.6% | -144.3% | +41.9% |
| 10Y | +278.6% | -98.5% | +377.0% | +265.4% |
| All | +498.1% | -99.9% | +597.9% | +440.9% |
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 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