+844.8%
CCJ vs LDOS
+262.7%
+582.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.3% | +3.4% | +5.0% |
| 7D | +2.7% | -5.8% | +8.5% | +4.5% |
| 30D | -14.4% | +11.6% | -26.0% | -17.4% |
| 3M | -22.6% | -1.0% | -21.6% | -22.8% |
| 6M | -35.4% | +5.1% | -40.5% | -37.2% |
| YTD | -17.6% | -24.0% | +6.4% | -11.8% |
| 1Y | -18.1% | -30.3% | +12.1% | -9.7% |
| 3Y | +79.6% | +37.0% | +42.6% | +50.1% |
| 5Y | +175.3% | +53.4% | +121.9% | +118.9% |
| 10Y | +844.8% | +252.0% | +592.9% | +578.7% |
| All | +844.8% | +262.7% | +582.1% | +578.7% |
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