+546.2%
LITE vs CTAS
+114.0%
+432.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.6% |
| 7D | -12.9% | -0.7% | -12.2% | -12.7% |
| 30D | -46.0% | +10.3% | -56.2% | -47.7% |
| 3M | -33.0% | +10.2% | -43.2% | -35.3% |
| 6M | -34.0% | +34.4% | -68.4% | -43.3% |
| YTD | +61.7% | +19.6% | +42.2% | +47.0% |
| 1Y | +148.3% | +21.8% | +126.5% | +122.7% |
| 3Y | +1,408.5% | +74.1% | +1,334.4% | +964.7% |
| 5Y | +546.2% | +114.0% | +432.1% | +267.0% |
| All | +546.2% | +114.0% | +432.2% | +267.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling