+73.3%
LMT vs CCJ
+339.7%
-266.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -1.3% | +4.2% | -5.5% | -1.6% |
| 30D | -12.5% | +3.2% | -15.7% | -12.7% |
| 3M | -0.5% | -1.8% | +1.4% | -0.5% |
| 6M | -20.0% | -13.5% | -6.5% | -19.6% |
| YTD | +10.4% | +9.7% | +0.6% | +9.3% |
| 1Y | +17.7% | +30.0% | -12.3% | +15.0% |
| 3Y | +34.3% | +172.6% | -138.3% | +21.5% |
| All | +73.3% | +339.7% | -266.4% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling