-29.4%
CCL vs LDOS
+254.8%
-284.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | +5.8% | +1.9% | +3.9% | +4.7% |
| 30D | +17.3% | +12.8% | +4.5% | +9.5% |
| 3M | +11.3% | -1.0% | +12.4% | +11.1% |
| 6M | +18.5% | +6.2% | +12.3% | +12.1% |
| YTD | +2.8% | -23.2% | +26.0% | +15.2% |
| 1Y | +16.7% | -29.5% | +46.2% | +38.0% |
| 3Y | +146.0% | +37.1% | +109.0% | +74.9% |
| 5Y | +33.6% | +55.6% | -22.0% | -17.5% |
| 10Y | -29.4% | +249.4% | -278.9% | -64.8% |
| All | -29.4% | +254.8% | -284.3% | -64.8% |
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