+7,679.3%
LHX vs CTAS
+23,132.7%
-15,453.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -10.4% | -1.0% | -9.4% | -10.1% |
| 3M | -14.9% | +15.8% | -30.7% | -19.0% |
| 6M | -29.6% | -1.0% | -28.6% | -29.7% |
| YTD | -11.8% | +7.4% | -19.2% | -14.2% |
| 1Y | -5.1% | -0.1% | -4.9% | -5.6% |
| 3Y | +61.3% | +66.3% | -5.0% | +34.9% |
| 5Y | +22.4% | +111.0% | -88.6% | -6.1% |
| 10Y | +232.2% | +662.9% | -430.7% | +67.1% |
| All | +7,679.3% | +23,132.7% | -15,453.4% | +1,486.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling