+21.2%
LSCC vs RCAT
+762.9%
-741.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.2% |
| 7D | +1.3% | -1.4% | +2.7% | +1.5% |
| 30D | -9.7% | -3.3% | -6.3% | -9.5% |
| 3M | -23.7% | -43.2% | +19.5% | -19.6% |
| 6M | +26.5% | -43.2% | +69.7% | +31.5% |
| YTD | +57.5% | +5.5% | +52.0% | +53.2% |
| 1Y | +75.7% | -1.6% | +77.3% | +69.9% |
| All | +21.2% | +762.9% | -741.7% | +5.4% |
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 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