+49.1%
LLY vs CAT
+3.4%
+45.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.5% |
| 7D | +1.6% | -6.3% | +7.9% | +1.4% |
| 30D | +21.5% | -26.8% | +48.3% | +21.4% |
| 3M | +16.4% | -30.0% | +46.5% | +16.4% |
| 6M | +51.5% | -34.6% | +86.1% | +49.9% |
| YTD | +33.9% | +2.9% | +31.0% | +26.6% |
| 1Y | +49.1% | +3.3% | +45.8% | +39.3% |
| All | +49.1% | +3.4% | +45.7% | +39.3% |
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