+214.2%
CAT vs LTH
+120.9%
+93.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.3% |
| 7D | +9.3% | -4.6% | +14.0% | +10.2% |
| 30D | -21.5% | +14.8% | -36.3% | -23.7% |
| 3M | -29.1% | +3.9% | -33.0% | -29.9% |
| 6M | -33.4% | +35.5% | -68.9% | -37.5% |
| YTD | +6.6% | +71.3% | -64.8% | -4.9% |
| 1Y | +6.5% | +75.7% | -69.2% | -5.4% |
| 3Y | +162.7% | +231.9% | -69.2% | +104.5% |
| 5Y | +214.2% | +130.5% | +83.8% | +146.5% |
| All | +214.2% | +120.9% | +93.4% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling