-20.8%
CCJ vs LDOS
-31.2%
+10.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.7% | +4.6% |
| 7D | -7.3% | -7.2% | -0.1% | -6.5% |
| 30D | -20.0% | +16.8% | -36.8% | -21.9% |
| 3M | -23.8% | -1.6% | -22.3% | -23.7% |
| 6M | -42.4% | -1.0% | -41.4% | -41.7% |
| YTD | -22.1% | -25.8% | +3.7% | -18.9% |
| 1Y | -20.8% | -31.1% | +10.3% | -8.7% |
| All | -20.8% | -31.2% | +10.4% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling