-31.8%
LVS vs RCAT
-59.1%
+27.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -10.3% | +16.8% | +6.9% |
| 7D | +13.4% | -18.5% | +31.9% | +14.3% |
| 30D | +12.2% | -37.0% | +49.1% | +14.3% |
| 3M | -10.7% | -54.9% | +44.1% | -7.8% |
| 6M | -19.8% | -63.6% | +43.8% | -16.9% |
| YTD | -35.8% | -49.6% | +13.8% | -33.6% |
| 1Y | -31.8% | -57.8% | +26.0% | -28.6% |
| All | -31.8% | -59.1% | +27.3% | -28.6% |
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