+96.3%
CAT vs LH
+17.9%
+78.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.1% |
| 7D | +5.6% | -0.8% | +6.4% | +5.6% |
| 30D | -2.3% | +2.0% | -4.3% | -2.5% |
| 3M | -10.0% | +24.3% | -34.3% | -11.2% |
| 6M | +21.2% | +21.1% | +0.2% | +19.9% |
| YTD | +44.4% | +30.4% | +14.0% | +44.4% |
| 1Y | +96.3% | +18.4% | +77.9% | +99.3% |
| All | +96.3% | +17.9% | +78.4% | +99.3% |
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