+688.6%
CAT vs LII
+169.1%
+519.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.3% |
| 7D | +7.4% | +2.9% | +4.5% | +6.1% |
| 30D | -19.7% | +0.9% | -20.6% | -20.8% |
| 3M | -29.6% | -15.5% | -14.1% | -24.9% |
| 6M | -33.2% | -30.2% | -3.0% | -23.1% |
| YTD | +5.7% | -26.8% | +32.5% | +18.6% |
| 1Y | +9.3% | -25.3% | +34.6% | +21.5% |
| 3Y | +158.3% | -7.8% | +166.1% | +151.6% |
| 5Y | +211.6% | +17.0% | +194.6% | +165.1% |
| All | +688.6% | +169.1% | +519.5% | +365.5% |
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