+222.0%
LHX vs CTAS
+687.6%
-465.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.8% |
| 7D | -4.3% | +0.5% | -4.8% | -4.5% |
| 30D | -15.1% | -0.7% | -14.4% | -14.9% |
| 3M | -21.0% | +11.1% | -32.0% | -24.5% |
| 6M | -32.0% | +2.1% | -34.1% | -32.9% |
| YTD | -15.3% | +8.0% | -23.3% | -18.4% |
| 1Y | -11.1% | -0.5% | -10.6% | -11.5% |
| 3Y | +54.0% | +66.2% | -12.2% | +21.4% |
| 5Y | +17.1% | +109.2% | -92.1% | -17.6% |
| All | +222.0% | +687.6% | -465.6% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling