+483.3%
LLY vs CTAS
+115.9%
+367.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +6.7% | +2.0% | +4.8% | +6.0% |
| 30D | +19.6% | +8.7% | +10.9% | +16.0% |
| 3M | +19.7% | +13.3% | +6.4% | +14.4% |
| 6M | +42.7% | +39.4% | +3.3% | +26.2% |
| YTD | +35.1% | +21.5% | +13.6% | +25.2% |
| 1Y | +42.2% | +21.9% | +20.3% | +31.5% |
| 3Y | +140.8% | +73.6% | +67.1% | +88.8% |
| All | +483.3% | +115.9% | +367.5% | +307.9% |
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