+24,673.6%
CAT vs LH
+1,382.1%
+23,291.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.9% |
| 7D | +1.7% | -2.5% | +4.2% | +2.1% |
| 30D | -6.6% | +4.3% | -10.9% | -7.2% |
| 3M | -13.3% | +25.5% | -38.8% | -16.5% |
| 6M | +11.6% | +17.0% | -5.3% | +8.7% |
| YTD | +42.9% | +31.3% | +11.7% | +36.6% |
| 1Y | +95.4% | +20.0% | +75.5% | +89.1% |
| 3Y | +196.6% | +63.9% | +132.7% | +172.5% |
| 5Y | +321.7% | +30.9% | +290.8% | +298.7% |
| 10Y | +1,140.8% | +191.4% | +949.4% | +932.1% |
| All | +24,673.6% | +1,382.1% | +23,291.5% | +16,356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling