+2,765.4%
CTAS vs LDOS
+509.1%
+2,256.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +3.8% | -3.7% | +7.5% | +5.3% |
| 30D | +15.5% | +16.4% | -0.8% | +8.6% |
| 3M | +12.7% | +7.4% | +5.3% | +8.8% |
| 6M | +34.5% | -0.3% | +34.8% | +33.0% |
| YTD | +21.3% | -24.0% | +45.3% | +31.9% |
| 1Y | +23.1% | -29.6% | +52.6% | +38.0% |
| 3Y | +79.3% | +35.1% | +44.2% | +48.9% |
| 5Y | +114.7% | +52.9% | +61.8% | +65.6% |
| 10Y | +867.1% | +262.2% | +604.9% | +434.8% |
| All | +2,765.4% | +509.1% | +2,256.4% | +1,116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling