+68.4%
CCJ vs LDOS
+35.4%
+33.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | -18.2% | -3.7% | -14.5% | -17.9% |
| 30D | -26.5% | +16.4% | -42.9% | -27.9% |
| 3M | -27.5% | +7.4% | -34.9% | -28.3% |
| 6M | -40.3% | -0.3% | -40.0% | -40.4% |
| YTD | -25.3% | -24.0% | -1.3% | -22.7% |
| 1Y | -28.1% | -29.6% | +1.5% | -24.9% |
| All | +68.4% | +35.4% | +33.0% | +59.9% |
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