+103.7%
LMT vs CCI
-36.6%
+140.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +4.8% | -1.4% | +6.2% | +5.0% |
| 30D | +19.9% | +12.7% | +7.1% | +17.8% |
| 3M | +0.2% | +23.0% | -22.8% | -2.8% |
| 6M | +17.4% | +0.6% | +16.8% | +17.2% |
| YTD | +27.2% | +4.9% | +22.3% | +25.8% |
| 1Y | +35.6% | +0.7% | +34.9% | +34.9% |
| 3Y | +47.1% | +10.2% | +36.9% | +42.1% |
| 5Y | +103.7% | -36.4% | +140.1% | +112.7% |
| All | +103.7% | -36.6% | +140.2% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling