+1,610.3%
LLY vs CAT
+1,128.6%
+481.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.2% |
| 7D | -2.1% | +1.7% | -3.9% | -2.5% |
| 30D | -1.6% | -6.6% | +4.9% | -0.5% |
| 3M | +2.3% | -13.3% | +15.6% | +4.2% |
| 6M | +14.9% | +11.6% | +3.3% | +10.9% |
| YTD | +7.5% | +42.9% | -35.5% | -1.7% |
| 1Y | +55.7% | +95.4% | -39.8% | +32.8% |
| 3Y | +110.6% | +196.6% | -86.0% | +62.0% |
| 5Y | +363.4% | +321.7% | +41.8% | +223.5% |
| All | +1,610.3% | +1,128.6% | +481.6% | +795.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling