-18.0%
LVS vs RCAT
-7.9%
-10.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.3% |
| 7D | -2.7% | -2.3% | -0.4% | -2.7% |
| 30D | -4.7% | -18.7% | +14.0% | -4.2% |
| 3M | -15.6% | -29.3% | +13.7% | -14.9% |
| 6M | -18.6% | -42.3% | +23.7% | -17.8% |
| YTD | -32.3% | +2.5% | -34.8% | -30.7% |
| 1Y | -18.0% | -5.7% | -12.3% | -16.6% |
| All | -18.0% | -7.9% | -10.1% | -16.6% |
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