+19.2%
LHX vs RCAT
+184.3%
-165.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.9% |
| 7D | -3.7% | -2.3% | -1.4% | -3.7% |
| 30D | -13.2% | -18.7% | +5.5% | -12.7% |
| 3M | -18.4% | -29.3% | +10.9% | -17.7% |
| 6M | -32.0% | -42.3% | +10.4% | -31.4% |
| YTD | -13.6% | +2.5% | -16.2% | -14.1% |
| 1Y | -6.0% | -5.7% | -0.3% | -6.6% |
| 3Y | +57.9% | +764.9% | -706.9% | +47.4% |
| 5Y | +19.2% | +182.3% | -163.1% | +12.2% |
| All | +19.2% | +184.3% | -165.0% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling