+52.3%
LVS vs RCAT
-99.9%
+152.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.3% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | -3.2% | -3.3% | +0.1% | -3.2% |
| 3M | -12.0% | -43.2% | +31.2% | -11.7% |
| 6M | -19.9% | -43.2% | +23.3% | -19.7% |
| YTD | -30.6% | +5.5% | -36.2% | -30.8% |
| 1Y | -17.7% | -1.6% | -16.1% | -18.0% |
| 3Y | -14.2% | +773.7% | -787.9% | -16.3% |
| 5Y | +9.6% | +187.6% | -178.0% | +7.3% |
| 10Y | +5.7% | -98.5% | +104.1% | -7.8% |
| All | +52.3% | -99.9% | +152.2% | -20.9% |
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