+343.1%
CCEP vs LNT
+186.9%
+156.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +2.1% | +1.0% | +1.1% | +1.6% |
| 30D | +10.6% | +9.6% | +1.0% | +6.0% |
| 3M | +10.3% | +5.4% | +4.9% | +7.6% |
| 6M | +31.1% | +3.1% | +28.0% | +29.0% |
| YTD | +32.1% | +16.5% | +15.6% | +22.7% |
| 1Y | +32.8% | +12.3% | +20.5% | +25.4% |
| 3Y | +111.3% | +70.3% | +41.0% | +63.0% |
| 5Y | +147.5% | +56.4% | +91.1% | +94.1% |
| All | +343.1% | +186.9% | +156.2% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling