+1,522.6%
CCEP vs LDOS
+494.7%
+1,027.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | -3.1% | -5.4% | +2.3% | -1.6% |
| 30D | -2.6% | +4.9% | -7.5% | -4.1% |
| 3M | +14.9% | +7.2% | +7.7% | +11.8% |
| 6M | +2.3% | -24.2% | +26.5% | +9.8% |
| YTD | +17.8% | -25.8% | +43.7% | +26.0% |
| 1Y | +24.2% | -24.7% | +48.9% | +31.8% |
| 3Y | +84.7% | +39.3% | +45.4% | +55.9% |
| 5Y | +103.2% | +43.3% | +59.9% | +66.1% |
| 10Y | +257.4% | +278.6% | -21.2% | +108.7% |
| All | +1,522.6% | +494.7% | +1,027.9% | +646.5% |
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