+5.0%
LVS vs RCAT
+41.8%
-36.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.1% | +2.8% |
| 7D | -0.8% | -5.9% | +5.1% | -0.7% |
| 30D | +10.0% | -19.7% | +29.7% | +10.6% |
| 3M | -11.0% | -62.9% | +51.8% | -8.0% |
| 6M | -20.1% | -59.6% | +39.4% | -18.2% |
| YTD | -36.3% | -52.1% | +15.7% | -35.6% |
| 1Y | -36.8% | -50.9% | +14.1% | -36.3% |
| 3Y | -9.5% | +333.8% | -343.3% | -22.5% |
| All | +5.0% | +41.8% | -36.8% | -4.4% |
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