+57.3%
LLY vs CAT
+5.5%
+51.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +0.5% |
| 7D | +10.1% | -17.1% | +27.2% | +9.9% |
| 30D | +24.0% | -30.1% | +54.2% | +24.8% |
| 3M | +27.3% | -32.4% | +59.7% | +28.4% |
| 6M | +47.0% | -32.1% | +79.1% | +44.9% |
| YTD | +32.6% | +4.1% | +28.5% | +23.3% |
| 1Y | +57.3% | +8.9% | +48.4% | +41.9% |
| All | +57.3% | +5.5% | +51.8% | +41.9% |
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