+2,208.1%
LMT vs CCI
+905.5%
+1,302.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.2% |
| 7D | -6.3% | -0.4% | -5.9% | -6.2% |
| 30D | -8.5% | +2.7% | -11.2% | -8.8% |
| 3M | +1.8% | -18.2% | +20.0% | +3.8% |
| 6M | -19.9% | -14.8% | -5.2% | -18.8% |
| YTD | +10.6% | -12.6% | +23.2% | +11.7% |
| 1Y | +17.9% | -16.7% | +34.7% | +19.7% |
| 3Y | +27.0% | -10.5% | +37.5% | +27.2% |
| 5Y | +68.7% | -51.4% | +120.1% | +78.8% |
| 10Y | +181.1% | +20.0% | +161.0% | +173.6% |
| All | +2,208.1% | +905.5% | +1,302.6% | +1,612.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling