-63.4%
LUMN vs RCAT
-64.6%
+1.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -14.9% | +3.9% | -7.7% |
| 7D | -16.9% | -32.6% | +15.7% | -9.8% |
| 30D | -32.7% | -46.3% | +13.6% | -23.6% |
| 3M | -34.5% | -60.7% | +26.1% | -21.6% |
| 6M | -56.9% | -67.4% | +10.5% | -47.8% |
| YTD | -48.8% | -57.1% | +8.3% | -39.7% |
| 1Y | -63.4% | -63.8% | +0.4% | -57.0% |
| All | -63.4% | -64.6% | +1.2% | -57.0% |
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