+226.2%
CAT vs LTH
+186.2%
+40.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.6% |
| 7D | -6.3% | +6.4% | -12.7% | -7.4% |
| 30D | -26.8% | +16.7% | -43.5% | -29.0% |
| 3M | -30.0% | +11.7% | -41.7% | -31.7% |
| 6M | -34.6% | +48.5% | -83.1% | -39.6% |
| YTD | +2.9% | +78.4% | -75.5% | -8.5% |
| 1Y | +3.3% | +89.7% | -86.4% | -9.2% |
| 3Y | +153.7% | +245.6% | -91.9% | +97.5% |
| 5Y | +207.3% | +142.7% | +64.6% | +140.3% |
| All | +226.2% | +186.2% | +40.0% | +156.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling