+1,321.8%
LITE vs CAT
+718.1%
+603.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.4% | -12.3% | -14.3% |
| 7D | -44.6% | -14.5% | -30.1% | -37.5% |
| 30D | -55.0% | -35.7% | -19.3% | -38.6% |
| 3M | -38.3% | -36.3% | -2.0% | -14.5% |
| 6M | -48.8% | -38.5% | -10.2% | -26.5% |
| YTD | +38.3% | -2.5% | +40.8% | +49.6% |
| 1Y | +119.0% | -1.9% | +120.9% | +137.7% |
| 3Y | +1,092.0% | +139.2% | +952.8% | +703.0% |
| 5Y | +446.1% | +192.1% | +253.9% | +220.2% |
| All | +1,321.8% | +718.1% | +603.7% | +444.0% |
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