+695.3%
CAT vs LVS
-12.8%
+708.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.3% |
| 7D | +9.3% | -3.9% | +13.2% | +10.6% |
| 30D | -21.5% | +7.1% | -28.5% | -23.5% |
| 3M | -29.1% | -13.2% | -15.9% | -26.3% |
| 6M | -33.4% | -22.8% | -10.5% | -28.5% |
| YTD | +6.6% | -38.0% | +44.6% | +21.9% |
| 1Y | +6.5% | -39.5% | +46.0% | +22.7% |
| 3Y | +162.7% | -12.2% | +174.9% | +157.2% |
| 5Y | +214.2% | +6.4% | +207.8% | +169.1% |
| All | +695.3% | -12.8% | +708.2% | +615.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 10y: compounded portfolio wealth divided by compounded LVS 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…
10y analysis · Full analysis span regression · 6 months rolling