+712.5%
CAT vs LH
+259.5%
+453.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.8% | +6.7% |
| 7D | -2.4% | +4.6% | -7.0% | -4.0% |
| 30D | -25.0% | +19.1% | -44.1% | -30.0% |
| 3M | -28.7% | +16.7% | -45.5% | -33.1% |
| 6M | -33.0% | +47.0% | -80.0% | -42.6% |
| YTD | +5.4% | +49.3% | -43.9% | -10.5% |
| 1Y | +7.3% | +48.6% | -41.4% | -8.8% |
| 3Y | +166.0% | +87.8% | +78.2% | +102.5% |
| 5Y | +210.1% | +65.0% | +145.1% | +143.2% |
| 10Y | +712.5% | +275.0% | +437.5% | +344.8% |
| All | +712.5% | +259.5% | +453.1% | +344.8% |
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