+825.2%
CCJ vs LDOS
+248.5%
+576.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.7% | +5.0% |
| 7D | -7.3% | -7.2% | -0.1% | -5.4% |
| 30D | -20.0% | +16.8% | -36.8% | -23.9% |
| 3M | -23.8% | -1.6% | -22.3% | -24.0% |
| 6M | -42.4% | -1.0% | -41.4% | -42.9% |
| YTD | -22.1% | -25.8% | +3.7% | -16.0% |
| 1Y | -20.8% | -31.1% | +10.3% | -12.5% |
| 3Y | +75.7% | +32.8% | +42.9% | +48.4% |
| 5Y | +167.4% | +49.4% | +118.1% | +114.5% |
| All | +825.2% | +248.5% | +576.8% | +555.7% |
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 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