+233.4%
CCEP vs LCID
-96.8%
+330.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.4% | -11.4% | -1.3% |
| 7D | +2.6% | +8.9% | -6.4% | +2.2% |
| 30D | +15.1% | -15.4% | +30.6% | +15.6% |
| 3M | +7.3% | -52.9% | +60.1% | +9.7% |
| 6M | +23.4% | -46.8% | +70.3% | +25.0% |
| YTD | +29.4% | -68.9% | +98.3% | +33.2% |
| 1Y | +34.2% | -81.7% | +115.9% | +40.9% |
| 3Y | +108.4% | -92.4% | +200.7% | +121.5% |
| 5Y | +147.3% | -99.2% | +246.5% | +181.2% |
| All | +233.4% | -96.8% | +330.2% | +315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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