+470.7%
LLY vs CAT
+205.5%
+265.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.7% |
| 7D | +1.6% | -6.3% | +7.9% | +2.3% |
| 30D | +21.5% | -26.8% | +48.3% | +25.7% |
| 3M | +16.4% | -30.0% | +46.5% | +21.0% |
| 6M | +51.5% | -34.6% | +86.1% | +57.6% |
| YTD | +33.9% | +2.9% | +31.0% | +28.9% |
| 1Y | +49.1% | +3.3% | +45.8% | +43.2% |
| 3Y | +144.6% | +153.7% | -9.1% | +99.3% |
| All | +470.7% | +205.5% | +265.2% | +338.0% |
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