+75.2%
LMT vs CCI
-50.8%
+126.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.8% |
| 6M | -17.6% | -14.5% | -3.0% | -15.9% |
| YTD | +11.6% | -14.9% | +26.4% | +13.7% |
| 1Y | +17.2% | -17.7% | +34.9% | +20.0% |
| 3Y | +35.7% | -12.4% | +48.1% | +35.7% |
| 5Y | +75.2% | -50.1% | +125.3% | +86.7% |
| All | +75.2% | -50.8% | +126.0% | +86.7% |
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