+5.8%
CAT vs LTH
+83.5%
-77.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.7% | +7.3% |
| 7D | -2.4% | +7.0% | -9.4% | -3.7% |
| 30D | -25.0% | +15.4% | -40.4% | -27.4% |
| 3M | -28.7% | +7.0% | -35.8% | -29.8% |
| 6M | -33.0% | +46.9% | -79.8% | -40.1% |
| YTD | +5.4% | +76.4% | -71.0% | -12.1% |
| All | +5.8% | +83.5% | -77.6% | -13.3% |
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