+294.7%
CCEP vs LSCC
+1,244.7%
-950.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -1.7% |
| 7D | +2.6% | +13.0% | -10.4% | +1.1% |
| 30D | +15.1% | -19.8% | +35.0% | +17.4% |
| 3M | +7.3% | -18.4% | +25.7% | +8.8% |
| 6M | +23.4% | -16.1% | +39.5% | +23.3% |
| YTD | +29.4% | +42.7% | -13.3% | +19.9% |
| 1Y | +34.2% | +68.0% | -33.8% | +21.5% |
| 3Y | +108.4% | +85.8% | +22.5% | +76.3% |
| 5Y | +147.3% | +28.0% | +119.2% | +111.6% |
| All | +294.7% | +1,244.7% | -950.0% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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