+114.6%
CTAS vs LDOS
+43.9%
+70.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.8% | -5.4% | +3.6% | -0.3% |
| 30D | -0.2% | +4.9% | -5.1% | -1.7% |
| 3M | +11.7% | +7.2% | +4.5% | +8.9% |
| 6M | +0.7% | -24.2% | +25.0% | +8.2% |
| YTD | +7.4% | -25.8% | +33.2% | +15.1% |
| 1Y | -2.1% | -24.7% | +22.6% | +4.2% |
| 3Y | +62.9% | +39.3% | +23.7% | +37.1% |
| All | +114.6% | +43.9% | +70.7% | +76.1% |
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