+1,157.1%
CAT vs LVS
+0.3%
+1,156.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | +2.9% | -2.7% | +5.7% | +3.8% |
| 30D | -2.6% | -4.7% | +2.1% | -1.3% |
| 3M | -10.7% | -15.6% | +4.9% | -6.2% |
| 6M | +16.1% | -18.6% | +34.8% | +22.9% |
| YTD | +43.2% | -32.3% | +75.5% | +60.1% |
| 1Y | +96.8% | -18.0% | +114.8% | +104.5% |
| 3Y | +201.4% | -5.8% | +207.2% | +190.1% |
| 5Y | +332.7% | +5.7% | +326.9% | +273.5% |
| 10Y | +1,157.1% | 0.0% | +1,157.1% | +976.1% |
| All | +1,157.1% | +0.3% | +1,156.8% | +976.1% |
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