+818.6%
CTAS vs LDOS
+228.4%
+590.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.0% |
| 7D | +0.5% | -3.5% | +4.0% | +2.0% |
| 30D | +10.2% | +9.5% | +0.7% | +5.8% |
| 3M | +12.1% | -6.3% | +18.4% | +14.6% |
| 6M | +38.3% | +2.8% | +35.5% | +34.6% |
| YTD | +21.9% | -26.6% | +48.5% | +35.9% |
| 1Y | +24.0% | -31.3% | +55.3% | +42.6% |
| 3Y | +75.1% | +30.9% | +44.2% | +39.7% |
| 5Y | +116.9% | +49.4% | +67.6% | +56.3% |
| All | +818.6% | +228.4% | +590.2% | +393.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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