+2,862.5%
LMT vs CCJ
+1,583.6%
+1,278.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -6.3% | +0.7% | -7.0% | -6.3% |
| 30D | -8.5% | +6.9% | -15.4% | -9.2% |
| 3M | +1.8% | -11.6% | +13.5% | +2.7% |
| 6M | -19.9% | -16.2% | -3.7% | -19.1% |
| YTD | +10.6% | +10.1% | +0.5% | +8.4% |
| 1Y | +17.9% | +32.3% | -14.3% | +12.7% |
| 3Y | +27.0% | +171.3% | -144.3% | +9.6% |
| 5Y | +68.7% | +372.4% | -303.7% | +33.2% |
| 10Y | +181.1% | +1,070.0% | -889.0% | +89.5% |
| All | +2,862.5% | +1,583.6% | +1,278.9% | +1,813.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling