+145.2%
CCL vs LDOS
+35.4%
+109.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | +2.6% | -3.7% | +6.3% | +3.4% |
| 30D | +11.3% | +16.4% | -5.1% | +7.8% |
| 3M | +0.3% | +7.4% | -7.2% | -1.5% |
| 6M | +16.1% | -0.3% | +16.5% | +16.0% |
| YTD | -1.6% | -24.0% | +22.5% | +4.5% |
| 1Y | +11.8% | -29.6% | +41.3% | +21.3% |
| All | +145.2% | +35.4% | +109.9% | +98.0% |
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