+23.6%
CTAS vs LDOS
-31.1%
+54.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.2% |
| 7D | -0.8% | -1.3% | +0.5% | -0.6% |
| 30D | +10.7% | +10.1% | +0.6% | +9.3% |
| 3M | +11.0% | -4.7% | +15.7% | +11.5% |
| 6M | +38.7% | +5.6% | +33.2% | +35.3% |
| YTD | +21.8% | -25.1% | +46.9% | +20.2% |
| 1Y | +23.6% | -31.7% | +55.3% | +23.5% |
| All | +23.6% | -31.1% | +54.6% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling