+21.5%
CTAS vs LDOS
-31.2%
+52.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | +1.2% | -7.2% | +8.4% | +2.2% |
| 30D | +12.8% | +16.8% | -4.1% | +10.5% |
| 3M | +10.3% | -1.6% | +11.9% | +10.3% |
| 6M | +32.0% | -1.0% | +33.0% | +29.3% |
| YTD | +19.1% | -25.8% | +44.9% | +17.8% |
| 1Y | +21.5% | -31.1% | +52.6% | +20.9% |
| All | +21.5% | -31.2% | +52.7% | +20.9% |
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