-30.8%
CCL vs LDOS
+248.5%
-279.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.7% |
| 7D | +3.1% | -7.2% | +10.3% | +7.4% |
| 30D | +13.7% | +16.8% | -3.2% | +4.0% |
| 3M | +3.8% | -1.6% | +5.4% | +3.8% |
| 6M | +9.3% | -1.0% | +10.2% | +7.6% |
| YTD | -1.1% | -25.8% | +24.7% | +12.8% |
| 1Y | +14.6% | -31.1% | +45.6% | +36.9% |
| 3Y | +146.4% | +32.8% | +113.6% | +78.4% |
| 5Y | +21.9% | +49.4% | -27.5% | -22.7% |
| All | -30.8% | +248.5% | -279.3% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling