+1,402.3%
LITE vs CTAS
+840.0%
+562.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.5% |
| 7D | -35.9% | +1.2% | -37.1% | -36.5% |
| 30D | -51.5% | +12.8% | -64.3% | -54.7% |
| 3M | -35.7% | +10.3% | -46.0% | -39.6% |
| 6M | -43.0% | +32.0% | -75.0% | -53.1% |
| YTD | +46.1% | +19.1% | +27.0% | +26.7% |
| 1Y | +124.7% | +21.5% | +103.2% | +92.1% |
| 3Y | +1,172.1% | +76.0% | +1,096.0% | +754.3% |
| 5Y | +477.0% | +110.9% | +366.2% | +241.0% |
| All | +1,402.3% | +840.0% | +562.4% | +226.5% |
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