-37.8%
CCI vs LDOS
+51.2%
-88.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.3% |
| 7D | +0.9% | -5.8% | +6.7% | +2.1% |
| 30D | +10.3% | +11.6% | -1.3% | +7.9% |
| 3M | +17.9% | -1.0% | +18.9% | +17.8% |
| 6M | -0.5% | +5.1% | -5.5% | -2.0% |
| YTD | +2.7% | -24.0% | +26.8% | +6.9% |
| 1Y | +3.1% | -30.3% | +33.4% | +9.4% |
| 3Y | +8.0% | +37.0% | -29.0% | -10.8% |
| 5Y | -37.8% | +53.4% | -91.1% | -49.6% |
| All | -37.8% | +51.2% | -88.9% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling