-50.7%
CCI vs LDOS
+43.9%
-94.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | -0.4% | -5.4% | +5.0% | +0.6% |
| 30D | +2.7% | +4.9% | -2.2% | +1.6% |
| 3M | -18.2% | +7.2% | -25.4% | -19.6% |
| 6M | -14.8% | -24.2% | +9.5% | -10.7% |
| YTD | -12.6% | -25.8% | +13.2% | -8.6% |
| 1Y | -16.7% | -24.7% | +8.0% | -13.3% |
| 3Y | -10.5% | +39.3% | -49.8% | -25.8% |
| All | -50.7% | +43.9% | -94.6% | -60.4% |
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