+2,050.0%
LLY vs CAT
+697.1%
+1,352.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.1% |
| 7D | +1.4% | +1.7% | -0.4% | +1.0% |
| 30D | +21.5% | -24.6% | +46.1% | +27.1% |
| 3M | +18.5% | -28.5% | +47.0% | +24.7% |
| 6M | +49.1% | -34.8% | +83.9% | +58.5% |
| YTD | +34.4% | +5.9% | +28.5% | +29.1% |
| 1Y | +46.3% | +6.8% | +39.5% | +40.1% |
| 3Y | +145.5% | +161.1% | -15.6% | +92.2% |
| 5Y | +472.7% | +213.4% | +259.3% | +322.7% |
| 10Y | +2,050.0% | +700.3% | +1,349.6% | +1,342.6% |
| All | +2,050.0% | +697.1% | +1,352.9% | +1,342.6% |
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 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