+677.7%
CAT vs LII
+170.6%
+507.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.2% |
| 7D | -6.3% | +0.4% | -6.7% | -6.5% |
| 30D | -26.8% | -2.4% | -24.4% | -26.7% |
| 3M | -30.0% | -17.5% | -12.6% | -24.6% |
| 6M | -34.6% | -32.8% | -1.7% | -23.4% |
| YTD | +2.9% | -27.7% | +30.6% | +16.1% |
| 1Y | +3.3% | -28.1% | +31.3% | +16.7% |
| 3Y | +153.7% | -9.7% | +163.4% | +149.4% |
| 5Y | +207.3% | +19.5% | +187.8% | +158.2% |
| All | +677.7% | +170.6% | +507.0% | +358.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling