+1,533.3%
LITE vs CAT
+725.4%
+807.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.2% | +3.5% | +5.6% |
| 7D | -12.9% | -2.4% | -10.5% | -10.5% |
| 30D | -46.0% | -25.0% | -21.0% | -33.3% |
| 3M | -33.0% | -28.7% | -4.3% | -13.7% |
| 6M | -34.0% | -33.0% | -1.1% | -10.5% |
| YTD | +61.7% | +5.4% | +56.3% | +66.0% |
| 1Y | +148.3% | +7.3% | +141.0% | +154.1% |
| 3Y | +1,408.5% | +166.0% | +1,242.5% | +847.0% |
| 5Y | +546.2% | +210.1% | +336.1% | +261.8% |
| 10Y | +1,533.3% | +712.5% | +820.8% | +481.8% |
| All | +1,533.3% | +725.4% | +807.9% | +481.8% |
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