+451.4%
LSCC vs RCAT
-100.0%
+551.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.0% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | -9.7% | -3.3% | -6.3% | -9.7% |
| 3M | -23.7% | -43.2% | +19.5% | -23.6% |
| 6M | +26.5% | -43.2% | +69.7% | +26.7% |
| YTD | +57.5% | +5.5% | +52.0% | +57.4% |
| 1Y | +75.7% | -1.6% | +77.3% | +75.5% |
| 3Y | +19.5% | +773.7% | -754.2% | +18.4% |
| 5Y | +83.8% | +187.6% | -103.9% | +82.3% |
| 10Y | +1,772.4% | -98.5% | +1,870.8% | +1,721.8% |
| All | +451.4% | -100.0% | +551.4% | +384.1% |
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