+7,826.2%
CCEP vs LH
+1,581.5%
+6,244.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +5.4% | +4.8% | +0.6% | +4.7% |
| 30D | +12.8% | +18.8% | -6.1% | +10.1% |
| 3M | +10.9% | +15.7% | -4.8% | +8.6% |
| 6M | +25.6% | +46.7% | -21.0% | +19.1% |
| YTD | +31.0% | +48.9% | -17.9% | +23.8% |
| 1Y | +32.3% | +43.5% | -11.2% | +25.6% |
| 3Y | +110.5% | +86.9% | +23.6% | +92.2% |
| 5Y | +141.8% | +60.4% | +81.4% | +124.4% |
| 10Y | +341.1% | +260.7% | +80.4% | +268.3% |
| All | +7,826.2% | +1,581.5% | +6,244.7% | +5,414.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling