+901.5%
LITE vs CAT
+322.3%
+579.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +2.6% |
| 7D | -1.5% | +1.7% | -3.2% | -2.8% |
| 30D | +6.7% | -6.6% | +13.2% | +13.1% |
| 3M | -6.8% | -13.3% | +6.5% | +5.6% |
| 6M | +29.4% | +11.6% | +17.8% | +22.6% |
| YTD | +139.1% | +42.9% | +96.1% | +90.1% |
| 1Y | +521.0% | +95.4% | +425.6% | +308.5% |
| 3Y | +1,535.3% | +196.6% | +1,338.7% | +754.0% |
| All | +901.5% | +322.3% | +579.2% | +338.8% |
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