+158.3%
CAT vs LH
+86.5%
+71.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +7.4% | +1.1% | +6.4% | +7.2% |
| 30D | -19.7% | +16.7% | -36.4% | -22.9% |
| 3M | -29.6% | +15.1% | -44.7% | -32.2% |
| 6M | -33.2% | +46.3% | -79.5% | -40.4% |
| YTD | +5.7% | +48.8% | -43.1% | -6.3% |
| 1Y | +9.3% | +39.7% | -30.4% | -1.0% |
| 3Y | +158.3% | +87.0% | +71.3% | +102.3% |
| All | +158.3% | +86.5% | +71.9% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling