-9.3%
LHX vs RCAT
-59.1%
+49.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -10.3% | +3.9% | -5.6% |
| 7D | -0.3% | -18.5% | +18.2% | +1.3% |
| 30D | +9.7% | -37.0% | +46.6% | +13.7% |
| 3M | -8.5% | -54.9% | +46.3% | -2.6% |
| 6M | -15.1% | -63.6% | +48.5% | -9.0% |
| YTD | -10.4% | -49.6% | +39.1% | -10.2% |
| 1Y | -9.3% | -57.8% | +48.5% | -8.7% |
| All | -9.3% | -59.1% | +49.8% | -8.7% |
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