+6.7%
LVS vs RCAT
+192.8%
-186.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.0% |
| 7D | +0.3% | +5.4% | -5.1% | +0.1% |
| 30D | -3.9% | -5.6% | +1.7% | -3.8% |
| 3M | -12.9% | -30.2% | +17.4% | -11.9% |
| 6M | -16.9% | -43.4% | +26.4% | -15.9% |
| YTD | -31.2% | +9.6% | -40.9% | -32.4% |
| 1Y | -16.4% | -2.0% | -14.4% | -18.3% |
| 3Y | -4.4% | +825.0% | -829.4% | -20.4% |
| 5Y | +6.7% | +199.8% | -193.2% | -8.7% |
| All | +6.7% | +192.8% | -186.1% | -8.7% |
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