+2,798.6%
CTAS vs LDOS
+508.5%
+2,290.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | +7.6% | -2.8% | +10.4% | +8.7% |
| 30D | +17.2% | +13.6% | +3.6% | +11.2% |
| 3M | +12.8% | +4.2% | +8.5% | +10.2% |
| 6M | +38.0% | -8.2% | +46.2% | +40.7% |
| YTD | +22.7% | -24.1% | +46.8% | +33.5% |
| 1Y | +25.6% | -31.2% | +56.9% | +42.2% |
| 3Y | +81.4% | +35.0% | +46.4% | +50.7% |
| 5Y | +117.9% | +52.6% | +65.2% | +68.2% |
| 10Y | +878.3% | +261.9% | +616.4% | +441.2% |
| All | +2,798.6% | +508.5% | +2,290.1% | +1,130.6% |
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