+326.0%
CAT vs LH
+31.5%
+294.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.2% |
| 7D | +1.7% | -2.5% | +4.2% | +2.5% |
| 30D | -6.6% | +4.3% | -10.9% | -7.8% |
| 3M | -13.3% | +25.5% | -38.8% | -19.6% |
| 6M | +11.6% | +17.0% | -5.3% | +5.9% |
| YTD | +42.9% | +31.3% | +11.7% | +30.4% |
| 1Y | +95.4% | +20.0% | +75.5% | +83.1% |
| 3Y | +196.6% | +63.9% | +132.7% | +146.0% |
| All | +326.0% | +31.5% | +294.5% | +251.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling