+1,123.7%
CAT vs LH
+179.1%
+944.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | +0.3% |
| 7D | +0.6% | -7.4% | +8.0% | +3.5% |
| 30D | -4.5% | -4.6% | 0.0% | -3.0% |
| 3M | -5.8% | +14.5% | -20.3% | -10.9% |
| 6M | +12.7% | +14.8% | -2.1% | +6.4% |
| YTD | +41.4% | +23.3% | +18.1% | +29.8% |
| 1Y | +92.1% | +13.6% | +78.5% | +81.0% |
| 3Y | +197.5% | +56.3% | +141.1% | +144.3% |
| 5Y | +327.9% | +25.2% | +302.7% | +275.9% |
| All | +1,123.7% | +179.1% | +944.6% | +672.8% |
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 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