+1,568.0%
LITE vs CTAS
+817.6%
+750.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +22.6% | +0.5% | +22.1% | +22.3% |
| 30D | -36.8% | +10.2% | -47.0% | -40.2% |
| 3M | -33.0% | +12.1% | -45.1% | -37.4% |
| 6M | -37.1% | +38.3% | -75.3% | -49.4% |
| YTD | +69.5% | +21.9% | +47.6% | +45.4% |
| 1Y | +146.1% | +24.0% | +122.1% | +108.5% |
| 3Y | +1,440.8% | +75.1% | +1,365.7% | +941.9% |
| 5Y | +580.4% | +116.9% | +463.5% | +296.7% |
| All | +1,568.0% | +817.6% | +750.3% | +264.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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