+6.8%
CAT vs LTH
+90.2%
-83.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +1.7% | +0.3% | +1.5% | +1.7% |
| 30D | -24.6% | +17.7% | -42.3% | -27.3% |
| 3M | -28.5% | +8.5% | -37.0% | -29.7% |
| 6M | -34.8% | +46.9% | -81.8% | -41.8% |
| YTD | +5.9% | +78.8% | -72.9% | -12.2% |
| 1Y | +6.8% | +84.9% | -78.1% | -12.5% |
| All | +6.8% | +90.2% | -83.3% | -12.5% |
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