+17.2%
LMT vs CCI
-17.7%
+34.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | -0.5% | -4.4% | +3.9% | -0.1% |
| 30D | -10.8% | +0.3% | -11.1% | -10.8% |
| 3M | +1.6% | -20.0% | +21.6% | +5.2% |
| 6M | -17.6% | -14.5% | -3.0% | -15.5% |
| YTD | +11.6% | -14.9% | +26.4% | +14.4% |
| 1Y | +17.2% | -17.7% | +34.9% | +22.1% |
| All | +17.2% | -17.7% | +34.9% | +22.1% |
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