+3,589.6%
CAT vs LII
+2,790.7%
+798.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.5% | -5.3% |
| 7D | -14.5% | +0.2% | -14.7% | -14.6% |
| 30D | -35.7% | -4.6% | -31.1% | -35.1% |
| 3M | -36.3% | -21.7% | -14.6% | -30.8% |
| 6M | -38.5% | -32.8% | -5.7% | -29.7% |
| YTD | -2.5% | -27.5% | +25.0% | +7.9% |
| 1Y | -1.9% | -28.0% | +26.1% | +8.8% |
| 3Y | +139.2% | -7.2% | +146.4% | +136.2% |
| 5Y | +192.1% | +22.6% | +169.5% | +152.9% |
| 10Y | +732.3% | +171.5% | +560.7% | +429.7% |
| All | +3,589.6% | +2,790.7% | +798.9% | +1,002.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling