+95.4%
CAT vs LH
+20.0%
+75.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | +1.7% | -2.5% | +4.2% | +1.9% |
| 30D | -6.6% | +4.3% | -10.9% | -6.8% |
| 3M | -13.3% | +25.5% | -38.8% | -14.6% |
| 6M | +11.6% | +17.0% | -5.3% | +10.7% |
| YTD | +42.9% | +31.3% | +11.7% | +42.8% |
| 1Y | +95.4% | +20.0% | +75.5% | +97.8% |
| All | +95.4% | +20.0% | +75.4% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling