+183.3%
CAT vs LH
+62.5%
+120.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -10.3% | +1.4% | -11.7% | -10.7% |
| 30D | -31.2% | +17.5% | -48.7% | -34.5% |
| 3M | -34.7% | +16.1% | -50.7% | -37.7% |
| 6M | -39.5% | +43.4% | -82.8% | -46.2% |
| YTD | -1.7% | +47.2% | -48.9% | -13.4% |
| 1Y | -1.1% | +50.1% | -51.3% | -13.6% |
| 3Y | +143.9% | +81.2% | +62.7% | +96.3% |
| All | +183.3% | +62.5% | +120.7% | +120.8% |
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 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