+89.1%
CCEP vs LH
+64.5%
+24.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.9% |
| 7D | -1.0% | -0.8% | -0.1% | -0.8% |
| 30D | -1.6% | +2.0% | -3.6% | -2.1% |
| 3M | +11.9% | +24.3% | -12.4% | +5.8% |
| 6M | +7.5% | +21.1% | -13.6% | +2.2% |
| YTD | +18.7% | +30.4% | -11.7% | +10.7% |
| 1Y | +21.4% | +18.4% | +3.0% | +15.7% |
| 3Y | +89.1% | +65.5% | +23.6% | +65.4% |
| All | +89.1% | +64.5% | +24.6% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling