+36.0%
LHX vs RCAT
+41.8%
-5.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | +4.8% | -5.9% | +10.7% | +5.0% |
| 30D | +14.7% | -19.7% | +34.3% | +15.2% |
| 3M | -5.1% | -62.9% | +57.7% | -2.7% |
| 6M | -9.9% | -59.6% | +49.7% | -8.1% |
| YTD | -6.1% | -52.1% | +46.0% | -4.7% |
| 1Y | -4.0% | -50.9% | +46.9% | -2.7% |
| 3Y | +56.9% | +333.8% | -276.9% | +49.9% |
| All | +36.0% | +41.8% | -5.8% | +32.6% |
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