+766.3%
CCJ vs LDOS
+228.4%
+538.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.8% |
| 7D | +5.0% | -3.5% | +8.5% | +6.1% |
| 30D | -16.7% | +9.5% | -26.2% | -19.2% |
| 3M | -27.5% | -6.3% | -21.2% | -26.6% |
| 6M | -38.6% | +2.8% | -41.4% | -39.9% |
| YTD | -21.5% | -26.6% | +5.1% | -15.2% |
| 1Y | -22.3% | -31.3% | +9.0% | -14.0% |
| 3Y | +69.9% | +30.9% | +38.9% | +44.0% |
| 5Y | +163.6% | +49.4% | +114.2% | +111.3% |
| All | +766.3% | +228.4% | +538.0% | +480.3% |
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