+190.4%
LMT vs CCI
+67.9%
+122.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.7% |
| 7D | +5.1% | +2.5% | +2.6% | +4.4% |
| 30D | +14.1% | +14.4% | -0.3% | +10.0% |
| 3M | +0.3% | +21.7% | -21.4% | -5.3% |
| 6M | +16.1% | +4.0% | +12.1% | +14.0% |
| YTD | +25.5% | +6.2% | +19.3% | +21.7% |
| 1Y | +34.1% | +5.4% | +28.7% | +30.4% |
| 3Y | +45.1% | +11.7% | +33.3% | +34.9% |
| 5Y | +100.9% | -35.6% | +136.6% | +120.7% |
| All | +190.4% | +67.9% | +122.4% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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