+114.7%
CTAS vs LDOS
+52.0%
+62.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +3.8% | -3.7% | +7.5% | +4.8% |
| 30D | +15.5% | +16.4% | -0.8% | +10.7% |
| 3M | +12.7% | +7.4% | +5.3% | +10.0% |
| 6M | +34.5% | -0.3% | +34.8% | +33.5% |
| YTD | +21.3% | -24.0% | +45.3% | +28.9% |
| 1Y | +23.1% | -29.6% | +52.6% | +33.9% |
| 3Y | +79.3% | +35.1% | +44.2% | +52.1% |
| 5Y | +114.7% | +52.9% | +61.8% | +77.2% |
| All | +114.7% | +52.0% | +62.7% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling