+443.8%
LLY vs CAT
+181.1%
+262.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -4.5% | -10.3% | +5.8% | -3.3% |
| 30D | +13.9% | -31.2% | +45.1% | +18.8% |
| 3M | +13.8% | -34.7% | +48.4% | +19.2% |
| 6M | +37.6% | -39.5% | +77.1% | +44.8% |
| YTD | +26.6% | -1.7% | +28.3% | +22.5% |
| 1Y | +45.3% | -1.1% | +46.5% | +40.4% |
| 3Y | +132.2% | +143.9% | -11.6% | +90.4% |
| All | +443.8% | +181.1% | +262.7% | +321.1% |
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