+96.8%
CAT vs LVS
-17.6%
+114.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.8% |
| 7D | +2.9% | -2.7% | +5.7% | +3.1% |
| 30D | -2.6% | -4.7% | +2.1% | -2.4% |
| 3M | -10.7% | -15.6% | +4.9% | -9.4% |
| 6M | +16.1% | -18.6% | +34.8% | +17.9% |
| YTD | +43.2% | -32.3% | +75.5% | +47.2% |
| 1Y | +96.8% | -18.0% | +114.8% | +97.6% |
| All | +96.8% | -17.6% | +114.4% | +97.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling