-39.9%
LUMN vs RCAT
+182.3%
-222.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.0% |
| 7D | +2.5% | -4.9% | +7.4% | +2.8% |
| 30D | +10.3% | -22.9% | +33.2% | +12.4% |
| 3M | -18.3% | -33.7% | +15.5% | -16.2% |
| 6M | +4.4% | -50.7% | +55.1% | +8.1% |
| YTD | -10.7% | +0.4% | -11.1% | -11.4% |
| 1Y | +14.0% | -27.6% | +41.6% | +14.3% |
| 3Y | +406.6% | +753.2% | -346.6% | +354.9% |
| All | -39.9% | +182.3% | -222.2% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling