+124.7%
LITE vs CAT
-1.7%
+126.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +4.6% |
| 7D | -35.9% | -10.3% | -25.6% | -26.0% |
| 30D | -51.5% | -31.2% | -20.3% | -24.3% |
| 3M | -35.7% | -34.7% | -1.1% | +7.2% |
| 6M | -43.0% | -39.5% | -3.5% | +3.7% |
| YTD | +46.1% | -1.7% | +47.8% | +52.1% |
| 1Y | +124.7% | -1.1% | +125.8% | +126.5% |
| All | +124.7% | -1.7% | +126.4% | +126.5% |
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