+34.1%
LMT vs CCI
+2.5%
+31.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +5.1% | +2.5% | +2.6% | +4.9% |
| 30D | +14.1% | +14.4% | -0.3% | +12.6% |
| 3M | +0.3% | +21.7% | -21.4% | -1.5% |
| 6M | +16.1% | +4.0% | +12.1% | +17.1% |
| YTD | +25.5% | +6.2% | +19.3% | +27.9% |
| 1Y | +34.1% | +5.4% | +28.7% | +37.9% |
| All | +34.1% | +2.5% | +31.7% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling