+81.3%
CTAS vs LDOS
+35.2%
+46.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | +7.6% | -2.8% | +10.4% | +8.2% |
| 30D | +17.2% | +13.6% | +3.6% | +13.8% |
| 3M | +12.8% | +4.2% | +8.5% | +11.3% |
| 6M | +38.0% | -8.2% | +46.2% | +39.3% |
| YTD | +22.7% | -24.1% | +46.8% | +28.5% |
| 1Y | +25.6% | -31.2% | +56.9% | +35.4% |
| All | +81.3% | +35.2% | +46.1% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling