+490.8%
LITE vs CTAS
+109.9%
+380.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.1% |
| 7D | -35.9% | +1.2% | -37.1% | -36.2% |
| 30D | -51.5% | +12.8% | -64.3% | -53.4% |
| 3M | -35.7% | +10.3% | -46.0% | -38.0% |
| 6M | -43.0% | +32.0% | -75.0% | -50.5% |
| YTD | +46.1% | +19.1% | +27.0% | +33.0% |
| 1Y | +124.7% | +21.5% | +103.2% | +101.6% |
| 3Y | +1,172.1% | +76.0% | +1,096.0% | +790.2% |
| All | +490.8% | +109.9% | +380.9% | +236.4% |
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