-9.9%
LVS vs RCAT
+387.5%
-397.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -1.3% | +7.2% | -8.5% | -1.5% |
| 30D | +12.2% | -20.4% | +32.6% | +12.7% |
| 3M | -11.3% | -59.8% | +48.5% | -9.1% |
| 6M | -21.6% | -61.9% | +40.3% | -19.9% |
| YTD | -36.6% | -45.9% | +9.3% | -36.0% |
| 1Y | -38.4% | -50.5% | +12.1% | -37.8% |
| All | -9.9% | +387.5% | -397.4% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling