-11.1%
LHX vs CTAS
+1.1%
-12.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.6% |
| 7D | -4.3% | +0.5% | -4.8% | -4.4% |
| 30D | -15.1% | -0.7% | -14.4% | -15.0% |
| 3M | -21.0% | +11.1% | -32.0% | -23.0% |
| 6M | -32.0% | +2.1% | -34.1% | -32.3% |
| YTD | -15.3% | +8.0% | -23.3% | -17.5% |
| 1Y | -11.1% | -0.5% | -10.6% | -8.7% |
| All | -11.1% | +1.1% | -12.1% | -8.7% |
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