+36.2%
LUMN vs RCAT
-2.3%
+38.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.7% |
| 7D | +12.1% | -1.4% | +13.5% | +12.4% |
| 30D | +11.3% | -3.3% | +14.7% | +12.0% |
| 3M | -31.6% | -43.2% | +11.6% | -25.5% |
| 6M | -2.7% | -43.2% | +40.4% | +3.3% |
| YTD | -12.9% | +5.5% | -18.4% | -14.9% |
| 1Y | +36.2% | -1.6% | +37.9% | +39.9% |
| All | +36.2% | -2.3% | +38.6% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling