+39.7%
LVS vs RCAT
-99.9%
+139.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.1% | +2.7% |
| 7D | -0.8% | -5.9% | +5.1% | -0.8% |
| 30D | +10.0% | -19.7% | +29.7% | +10.1% |
| 3M | -11.0% | -62.9% | +51.8% | -10.5% |
| 6M | -20.1% | -59.6% | +39.4% | -19.8% |
| YTD | -36.3% | -52.1% | +15.7% | -36.2% |
| 1Y | -36.8% | -50.9% | +14.1% | -36.8% |
| 3Y | -9.5% | +333.8% | -343.3% | -11.3% |
| 5Y | +9.3% | +40.7% | -31.4% | +7.5% |
| 10Y | -11.0% | -99.8% | +88.8% | -21.2% |
| All | +39.7% | -99.9% | +139.7% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling