+1,699.6%
CCEP vs LDOS
+509.1%
+1,190.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +5.7% | -3.7% | +9.4% | +6.9% |
| 30D | +15.3% | +16.4% | -1.1% | +10.4% |
| 3M | +8.0% | +7.4% | +0.6% | +5.4% |
| 6M | +26.7% | -0.3% | +27.1% | +25.6% |
| YTD | +30.7% | -24.0% | +54.7% | +38.6% |
| 1Y | +36.5% | -29.6% | +66.1% | +48.1% |
| 3Y | +111.1% | +35.1% | +76.0% | +80.3% |
| 5Y | +149.7% | +52.9% | +96.8% | +99.9% |
| 10Y | +305.3% | +262.2% | +43.1% | +140.3% |
| All | +1,699.6% | +509.1% | +1,190.5% | +720.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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