+62.7%
CCJ vs LDOS
+30.5%
+32.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | -0.8% | -1.6% | +0.8% | -0.6% |
| 30D | -13.2% | +8.2% | -21.4% | -14.1% |
| 3M | -27.6% | -8.2% | -19.5% | -26.9% |
| 6M | -38.7% | +5.8% | -44.5% | -39.4% |
| YTD | -22.7% | -27.0% | +4.3% | -19.7% |
| 1Y | -17.6% | -31.0% | +13.4% | -13.7% |
| 3Y | +62.7% | +29.3% | +33.4% | +51.0% |
| All | +62.7% | +30.5% | +32.2% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling