+834.0%
CTAS vs LDOS
+248.5%
+585.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.8% |
| 7D | +1.2% | -7.2% | +8.4% | +4.4% |
| 30D | +12.8% | +16.8% | -4.1% | +5.2% |
| 3M | +10.3% | -1.6% | +11.9% | +10.4% |
| 6M | +32.0% | -1.0% | +33.0% | +30.7% |
| YTD | +19.1% | -25.8% | +44.9% | +32.2% |
| 1Y | +21.5% | -31.1% | +52.6% | +39.5% |
| 3Y | +76.0% | +32.8% | +43.2% | +39.6% |
| 5Y | +110.9% | +49.4% | +61.5% | +52.4% |
| All | +834.0% | +248.5% | +585.5% | +397.7% |
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