+725.3%
CAT vs LII
+162.0%
+563.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.8% |
| 7D | -10.3% | -0.6% | -9.7% | -10.2% |
| 30D | -31.2% | -4.6% | -26.6% | -30.4% |
| 3M | -34.7% | -21.2% | -13.4% | -28.2% |
| 6M | -39.5% | -36.4% | -3.0% | -27.4% |
| YTD | -1.7% | -28.9% | +27.3% | +11.7% |
| 1Y | -1.1% | -29.5% | +28.4% | +12.6% |
| 3Y | +143.9% | -8.6% | +152.4% | +138.2% |
| 5Y | +194.8% | +20.2% | +174.6% | +146.4% |
| All | +725.3% | +162.0% | +563.4% | +417.5% |
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