+351.6%
CCI vs LDOS
+509.1%
-157.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +2.4% | -3.7% | +6.1% | +3.5% |
| 30D | +33.2% | +16.4% | +16.8% | +27.1% |
| 3M | +25.0% | +7.4% | +17.6% | +21.7% |
| 6M | +4.8% | -0.3% | +5.1% | +4.0% |
| YTD | +6.4% | -24.0% | +30.4% | +13.4% |
| 1Y | +6.5% | -29.6% | +36.0% | +16.2% |
| 3Y | +8.6% | +35.1% | -26.5% | -7.0% |
| 5Y | -35.3% | +52.9% | -88.2% | -47.6% |
| 10Y | +58.2% | +262.2% | -204.0% | -5.7% |
| All | +351.6% | +509.1% | -157.4% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling