+52.0%
CCI vs LDOS
+248.5%
-196.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.9% |
| 7D | -0.1% | -7.2% | +7.1% | +1.9% |
| 30D | +28.4% | +16.8% | +11.5% | +22.9% |
| 3M | +20.0% | -1.6% | +21.6% | +20.1% |
| 6M | +0.8% | -1.0% | +1.8% | +0.3% |
| YTD | +3.6% | -25.8% | +29.4% | +10.7% |
| 1Y | +6.1% | -31.1% | +37.2% | +15.9% |
| 3Y | +7.2% | +32.8% | -25.6% | -9.0% |
| 5Y | -37.0% | +49.4% | -86.4% | -49.4% |
| All | +52.0% | +248.5% | -196.4% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling