+1,402.3%
LITE vs CAT
+725.4%
+676.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.0% |
| 7D | -35.9% | -10.3% | -25.6% | -30.2% |
| 30D | -51.5% | -31.2% | -20.3% | -36.7% |
| 3M | -35.7% | -34.7% | -1.1% | -12.4% |
| 6M | -43.0% | -39.5% | -3.5% | -17.3% |
| YTD | +46.1% | -1.7% | +47.8% | +57.2% |
| 1Y | +124.7% | -1.1% | +125.8% | +142.7% |
| 3Y | +1,172.1% | +143.9% | +1,028.2% | +747.5% |
| 5Y | +477.0% | +194.8% | +282.2% | +236.4% |
| All | +1,402.3% | +725.4% | +676.9% | +471.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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