-11.1%
LHX vs RCAT
-14.2%
+3.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.3% | -1.0% |
| 7D | -4.3% | -4.9% | +0.6% | -3.9% |
| 30D | -15.1% | -22.9% | +7.7% | -13.5% |
| 3M | -21.0% | -33.7% | +12.8% | -18.7% |
| 6M | -32.0% | -50.7% | +18.7% | -29.2% |
| YTD | -15.3% | +0.4% | -15.7% | -17.4% |
| 1Y | -11.1% | -27.6% | +16.6% | -11.4% |
| All | -11.1% | -14.2% | +3.1% | -11.4% |
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