-19.8%
LSCC vs RCAT
-69.1%
+49.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -14.9% | +6.3% | -4.1% |
| 7D | -4.8% | -32.6% | +27.7% | +6.7% |
| 30D | -27.1% | -46.3% | +19.2% | -13.3% |
| 3M | -23.6% | -60.7% | +37.1% | -2.3% |
| 6M | -19.8% | -67.4% | +47.5% | +8.7% |
| All | -19.8% | -69.1% | +49.3% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling