+189.0%
LMT vs CCJ
+1,074.4%
-885.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.3% |
| 7D | -0.5% | -3.2% | +2.6% | -0.3% |
| 30D | -10.8% | -1.3% | -9.4% | -10.7% |
| 3M | +1.6% | +2.5% | -0.9% | +1.2% |
| 6M | -17.6% | -18.9% | +1.3% | -16.7% |
| YTD | +11.6% | +6.5% | +5.1% | +10.3% |
| 1Y | +17.2% | +22.8% | -5.6% | +14.1% |
| 3Y | +35.7% | +164.5% | -128.8% | +21.1% |
| 5Y | +75.2% | +303.7% | -228.5% | +47.0% |
| All | +189.0% | +1,074.4% | -885.4% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling