+95.4%
CAT vs LII
-28.2%
+123.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.2% |
| 7D | +1.7% | -0.7% | +2.4% | +2.0% |
| 30D | -6.6% | -12.6% | +6.0% | -1.0% |
| 3M | -13.3% | -24.4% | +11.1% | -2.8% |
| 6M | +11.6% | -28.7% | +40.3% | +26.4% |
| YTD | +42.9% | -19.1% | +62.1% | +56.1% |
| 1Y | +95.4% | -29.7% | +125.1% | +121.6% |
| All | +95.4% | -28.2% | +123.6% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling