+5,311.5%
CAT vs LII
+3,124.4%
+2,187.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.3% |
| 7D | +1.7% | -0.7% | +2.4% | +2.0% |
| 30D | -6.6% | -12.6% | +6.0% | -1.8% |
| 3M | -13.3% | -24.4% | +11.1% | -4.4% |
| 6M | +11.6% | -28.7% | +40.3% | +25.6% |
| YTD | +42.9% | -19.1% | +62.1% | +53.2% |
| 1Y | +95.4% | -29.7% | +125.1% | +119.5% |
| 3Y | +196.6% | +4.8% | +191.8% | +181.4% |
| 5Y | +321.7% | +24.6% | +297.1% | +265.7% |
| 10Y | +1,140.8% | +169.2% | +971.6% | +696.3% |
| All | +5,311.5% | +3,124.4% | +2,187.1% | +1,464.0% |
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