-9.3%
LHX vs CTAS
+25.6%
-34.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.4% | -8.8% | -7.1% |
| 7D | -0.3% | +7.6% | -8.0% | -2.5% |
| 30D | +9.7% | +17.2% | -7.6% | +4.9% |
| 3M | -8.5% | +12.8% | -21.3% | -11.7% |
| 6M | -15.1% | +38.0% | -53.1% | -21.9% |
| YTD | -10.4% | +22.7% | -33.1% | -15.7% |
| 1Y | -9.3% | +25.6% | -34.9% | -14.6% |
| All | -9.3% | +25.6% | -34.9% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling