+146.1%
LITE vs CAT
+7.0%
+139.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -4.4% |
| 7D | +22.6% | +9.3% | +13.2% | +10.5% |
| 30D | -36.8% | -21.5% | -15.3% | -15.4% |
| 3M | -33.0% | -29.1% | -3.9% | +1.4% |
| 6M | -37.1% | -33.4% | -3.7% | +1.9% |
| YTD | +69.5% | +6.6% | +62.9% | +62.5% |
| 1Y | +146.1% | +6.5% | +139.6% | +142.3% |
| All | +146.1% | +7.0% | +139.1% | +142.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling