+8.9%
CAT vs LTH
+84.0%
-75.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.3% | -11.6% | -6.2% |
| 7D | -17.1% | +9.9% | -27.0% | -18.5% |
| 30D | -30.1% | +18.3% | -48.4% | -32.5% |
| 3M | -32.4% | +5.9% | -38.3% | -33.1% |
| 6M | -32.1% | +80.3% | -112.4% | -42.2% |
| YTD | +4.1% | +78.3% | -74.2% | -11.3% |
| 1Y | +8.9% | +81.0% | -72.1% | -7.3% |
| All | +8.9% | +84.0% | -75.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling