+141.7%
CCEP vs LH
+60.4%
+81.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +5.4% | +4.8% | +0.6% | +3.9% |
| 30D | +12.8% | +18.8% | -6.1% | +6.8% |
| 3M | +10.9% | +15.7% | -4.8% | +5.8% |
| 6M | +25.6% | +46.7% | -21.0% | +11.3% |
| YTD | +31.0% | +48.9% | -17.9% | +15.0% |
| 1Y | +32.3% | +43.5% | -11.2% | +17.5% |
| 3Y | +110.5% | +86.9% | +23.6% | +68.7% |
| All | +141.7% | +60.4% | +81.3% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling