+57.3%
LLY vs CTAS
+25.6%
+31.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.1% |
| 7D | +10.1% | +7.6% | +2.4% | +7.6% |
| 30D | +24.0% | +17.2% | +6.8% | +18.4% |
| 3M | +27.3% | +12.8% | +14.5% | +22.6% |
| 6M | +47.0% | +38.0% | +9.0% | +35.7% |
| YTD | +32.6% | +22.7% | +9.9% | +23.4% |
| 1Y | +57.3% | +25.6% | +31.7% | +45.4% |
| All | +57.3% | +25.6% | +31.7% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling