+1,493.1%
LITE vs CAT
+696.4%
+796.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.6% | -3.9% |
| 7D | +10.8% | +7.4% | +3.3% | +5.7% |
| 30D | -33.4% | -19.7% | -13.8% | -21.6% |
| 3M | -32.2% | -29.6% | -2.6% | -11.9% |
| 6M | -42.1% | -33.2% | -8.9% | -21.3% |
| YTD | +61.9% | +5.7% | +56.2% | +66.1% |
| 1Y | +163.0% | +9.3% | +153.6% | +165.6% |
| 3Y | +1,358.0% | +158.3% | +1,199.7% | +827.9% |
| 5Y | +549.9% | +211.6% | +338.3% | +262.3% |
| All | +1,493.1% | +696.4% | +796.7% | +419.3% |
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