+9.3%
CAT vs LTH
+79.8%
-70.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | +7.4% | -1.3% | +8.7% | +7.6% |
| 30D | -19.7% | +15.7% | -35.3% | -22.3% |
| 3M | -29.6% | +5.0% | -34.6% | -30.4% |
| 6M | -33.2% | +37.7% | -70.9% | -39.2% |
| YTD | +5.7% | +75.0% | -69.4% | -11.5% |
| 1Y | +9.3% | +82.6% | -73.3% | -9.6% |
| All | +9.3% | +79.8% | -70.4% | -9.6% |
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