+366.4%
LSCC vs RCAT
-100.0%
+466.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -14.9% | +6.3% | -8.5% |
| 7D | -4.8% | -32.6% | +27.7% | -4.7% |
| 30D | -27.1% | -46.3% | +19.2% | -26.9% |
| 3M | -23.6% | -60.7% | +37.1% | -23.3% |
| 6M | -19.8% | -67.4% | +47.5% | -19.5% |
| YTD | +33.2% | -57.1% | +90.3% | +33.6% |
| 1Y | +55.2% | -63.8% | +119.0% | +55.7% |
| 3Y | +70.1% | +268.1% | -198.0% | +69.2% |
| 5Y | +19.5% | +25.2% | -5.7% | +19.0% |
| 10Y | +1,164.9% | -99.7% | +1,264.6% | +1,135.3% |
| All | +366.4% | -100.0% | +466.4% | +310.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling