+815.5%
CTAS vs LDOS
+226.9%
+588.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.0% | -1.6% | +3.6% | +2.6% |
| 30D | +8.7% | +8.2% | +0.4% | +4.8% |
| 3M | +13.3% | -8.2% | +21.5% | +16.8% |
| 6M | +39.4% | +5.8% | +33.5% | +33.9% |
| YTD | +21.5% | -27.0% | +48.5% | +35.7% |
| 1Y | +21.9% | -31.0% | +52.9% | +39.8% |
| 3Y | +73.6% | +29.3% | +44.4% | +39.3% |
| 5Y | +116.2% | +48.7% | +67.5% | +56.1% |
| All | +815.5% | +226.9% | +588.6% | +392.4% |
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