+36.8%
CCEP vs LH
+44.2%
-7.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.9% | -0.1% | +2.9% |
| 7D | +4.2% | +2.1% | +2.2% | +3.6% |
| 30D | +14.2% | +19.2% | -5.0% | +9.0% |
| 3M | +9.1% | +18.0% | -8.9% | +4.4% |
| 6M | +26.9% | +46.1% | -19.2% | +14.8% |
| YTD | +29.1% | +47.7% | -18.6% | +16.9% |
| 1Y | +36.8% | +47.2% | -10.5% | +23.5% |
| All | +36.8% | +44.2% | -7.5% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling