+35.1%
LMT vs RCAT
+738.1%
-703.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -2.0% |
| 7D | -1.3% | -2.3% | +0.9% | -1.3% |
| 30D | -12.5% | -18.7% | +6.2% | -12.1% |
| 3M | -0.5% | -29.3% | +28.8% | +0.1% |
| 6M | -20.0% | -42.3% | +22.3% | -19.5% |
| YTD | +10.4% | +2.5% | +7.9% | +10.0% |
| 1Y | +17.7% | -5.7% | +23.4% | +17.4% |
| All | +35.1% | +738.1% | -703.1% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling