+1,545.2%
LLY vs CTAS
+658.8%
+886.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -5.1% | -1.0% | -4.1% | -4.8% |
| 3M | -2.1% | +15.8% | -17.8% | -6.4% |
| 6M | +13.8% | -1.0% | +14.8% | +13.8% |
| YTD | +5.1% | +7.4% | -2.3% | +2.4% |
| 1Y | +53.1% | -0.1% | +53.2% | +52.2% |
| 3Y | +95.6% | +66.3% | +29.3% | +65.5% |
| 5Y | +361.5% | +111.0% | +250.5% | +261.2% |
| 10Y | +1,545.2% | +662.9% | +882.3% | +799.7% |
| All | +1,545.2% | +658.8% | +886.4% | +799.7% |
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