+446.1%
LITE vs CAT
+192.7%
+253.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.4% | -12.3% | -13.3% |
| 7D | -44.6% | -14.5% | -30.1% | -36.0% |
| 30D | -55.0% | -35.7% | -19.3% | -34.7% |
| 3M | -38.3% | -36.3% | -2.0% | -9.1% |
| 6M | -48.8% | -38.5% | -10.2% | -21.5% |
| YTD | +38.3% | -2.5% | +40.8% | +52.4% |
| 1Y | +119.0% | -1.9% | +120.9% | +142.2% |
| 3Y | +1,092.0% | +139.2% | +952.8% | +703.4% |
| 5Y | +446.1% | +192.1% | +253.9% | +232.6% |
| All | +446.1% | +192.7% | +253.4% | +232.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling