-1.1%
CAT vs LTH
+84.4%
-85.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -10.3% | +4.5% | -14.8% | -11.0% |
| 30D | -31.2% | +16.3% | -47.5% | -33.4% |
| 3M | -34.7% | +8.4% | -43.0% | -35.8% |
| 6M | -39.5% | +40.3% | -79.8% | -45.0% |
| YTD | -1.7% | +77.3% | -78.9% | -17.4% |
| 1Y | -1.1% | +88.0% | -89.1% | -17.8% |
| All | -1.1% | +84.4% | -85.5% | -17.8% |
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