+14.0%
LUMN vs RCAT
-14.2%
+28.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | +2.5% | -4.9% | +7.4% | +3.4% |
| 30D | +10.3% | -22.9% | +33.2% | +15.8% |
| 3M | -18.3% | -33.7% | +15.5% | -12.9% |
| 6M | +4.4% | -50.7% | +55.1% | +14.9% |
| YTD | -10.7% | +0.4% | -11.1% | -13.8% |
| 1Y | +14.0% | -27.6% | +41.6% | +14.3% |
| All | +14.0% | -14.2% | +28.1% | +14.3% |
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