+7,031.3%
CCEP vs LH
+1,382.1%
+5,649.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.9% |
| 7D | -3.1% | -2.5% | -0.6% | -2.7% |
| 30D | -2.6% | +4.3% | -6.9% | -3.2% |
| 3M | +14.9% | +25.5% | -10.6% | +11.4% |
| 6M | +2.3% | +17.0% | -14.7% | 0.0% |
| YTD | +17.8% | +31.3% | -13.4% | +13.4% |
| 1Y | +24.2% | +20.0% | +4.2% | +20.9% |
| 3Y | +84.7% | +63.9% | +20.9% | +71.8% |
| 5Y | +103.2% | +30.9% | +72.3% | +93.7% |
| 10Y | +257.4% | +191.4% | +66.0% | +206.2% |
| All | +7,031.3% | +1,382.1% | +5,649.2% | +4,951.6% |
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