+124.7%
CCJ vs LDOS
+509.1%
-384.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | -18.2% | -3.7% | -14.5% | -17.1% |
| 30D | -26.5% | +16.4% | -42.9% | -30.9% |
| 3M | -27.5% | +7.4% | -34.9% | -30.2% |
| 6M | -40.3% | -0.3% | -40.0% | -41.2% |
| YTD | -25.3% | -24.0% | -1.3% | -19.1% |
| 1Y | -28.1% | -29.6% | +1.5% | -19.6% |
| 3Y | +63.8% | +35.1% | +28.7% | +34.6% |
| 5Y | +156.3% | +52.9% | +103.4% | +98.0% |
| 10Y | +787.8% | +262.2% | +525.5% | +334.5% |
| All | +124.7% | +509.1% | -384.4% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling