+35.1%
LMT vs CCI
-10.8%
+45.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | -1.3% | -0.3% | -1.1% | -1.3% |
| 30D | -12.5% | +2.1% | -14.6% | -12.7% |
| 3M | -0.5% | -17.8% | +17.4% | +2.2% |
| 6M | -20.0% | -14.2% | -5.8% | -18.5% |
| YTD | +10.4% | -13.3% | +23.7% | +12.2% |
| 1Y | +17.7% | -16.6% | +34.3% | +20.2% |
| All | +35.1% | -10.8% | +45.9% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling