+16,943.2%
CAT vs LH
+1,562.0%
+15,381.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -10.3% | +1.4% | -11.7% | -10.5% |
| 30D | -31.2% | +17.5% | -48.7% | -33.0% |
| 3M | -34.7% | +16.1% | -50.7% | -36.3% |
| 6M | -39.5% | +43.4% | -82.8% | -43.1% |
| YTD | -1.7% | +47.2% | -48.9% | -7.9% |
| 1Y | -1.1% | +50.1% | -51.3% | -7.7% |
| 3Y | +143.9% | +81.2% | +62.7% | +120.1% |
| 5Y | +194.8% | +63.7% | +131.1% | +168.8% |
| 10Y | +739.8% | +269.2% | +470.6% | +574.5% |
| All | +16,943.2% | +1,562.0% | +15,381.2% | +10,995.6% |
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