+695.3%
CAT vs LH
+263.7%
+431.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.3% | +2.5% | +6.8% | +8.4% |
| 30D | -21.5% | +18.7% | -40.2% | -26.6% |
| 3M | -29.1% | +15.3% | -44.4% | -33.1% |
| 6M | -33.4% | +45.4% | -78.7% | -42.7% |
| YTD | +6.6% | +49.5% | -43.0% | -9.5% |
| 1Y | +6.5% | +41.4% | -34.9% | -7.6% |
| 3Y | +162.7% | +87.6% | +75.0% | +100.2% |
| 5Y | +214.2% | +53.8% | +160.5% | +154.1% |
| All | +695.3% | +263.7% | +431.6% | +352.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling