+2,898.2%
LITE vs CTAS
+1,075.6%
+1,822.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.1% | -17.5% | -18.2% |
| 7D | -44.6% | +3.8% | -48.4% | -45.7% |
| 30D | -55.0% | +15.5% | -70.6% | -58.3% |
| 3M | -38.3% | +12.7% | -51.0% | -42.4% |
| 6M | -48.8% | +34.5% | -83.2% | -57.8% |
| YTD | +38.3% | +21.3% | +17.0% | +19.7% |
| 1Y | +119.0% | +23.1% | +95.9% | +87.5% |
| 3Y | +1,092.0% | +79.3% | +1,012.7% | +710.8% |
| 5Y | +446.1% | +114.7% | +331.4% | +229.7% |
| 10Y | +1,381.7% | +867.1% | +514.6% | +319.3% |
| All | +2,898.2% | +1,075.6% | +1,822.6% | +745.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling