+225.8%
LHX vs RCAT
-98.5%
+324.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -4.8% | -5.4% | +0.6% | -4.8% |
| 30D | -12.7% | -24.2% | +11.5% | -12.6% |
| 3M | -17.6% | -25.8% | +8.2% | -17.5% |
| 6M | -30.7% | -44.9% | +14.2% | -30.5% |
| YTD | -14.3% | +1.9% | -16.2% | -14.6% |
| 1Y | -8.4% | -5.2% | -3.2% | -8.7% |
| 3Y | +56.7% | +759.6% | -702.9% | +52.6% |
| 5Y | +18.5% | +187.5% | -169.1% | +15.6% |
| All | +225.8% | -98.5% | +324.3% | +202.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling