+231.2%
CCJ vs LDOS
+494.7%
-263.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +0.7% | -5.4% | +6.1% | +2.8% |
| 30D | +6.9% | +4.9% | +2.0% | +4.6% |
| 3M | -11.6% | +7.2% | -18.8% | -14.8% |
| 6M | -16.2% | -24.2% | +8.0% | -7.9% |
| YTD | +10.1% | -25.8% | +35.9% | +21.1% |
| 1Y | +32.3% | -24.7% | +57.0% | +44.2% |
| 3Y | +171.3% | +39.3% | +132.0% | +121.0% |
| 5Y | +372.4% | +43.3% | +329.1% | +275.2% |
| 10Y | +1,070.0% | +278.6% | +791.5% | +461.8% |
| All | +231.2% | +494.7% | -263.5% | +13.4% |
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