-26.4%
CCL vs LDOS
+494.7%
-521.1%
-90.4%
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 | -5.0% | -5.4% | +0.4% | -2.5% |
| 30D | -20.3% | +4.9% | -25.2% | -22.6% |
| 3M | -15.1% | +7.2% | -22.3% | -19.0% |
| 6M | -15.1% | -24.2% | +9.1% | -4.2% |
| YTD | -21.8% | -25.8% | +4.0% | -12.0% |
| 1Y | -24.8% | -24.7% | -0.1% | -16.3% |
| 3Y | +51.9% | +39.3% | +12.6% | +17.4% |
| 5Y | +4.0% | +43.3% | -39.3% | -22.7% |
| 10Y | -42.2% | +278.6% | -320.8% | -70.8% |
| All | -26.4% | +494.7% | -521.1% | -72.1% |
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