+107.2%
CCEP vs LSCC
+82.7%
+24.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.3% |
| 7D | -3.1% | +1.3% | -4.4% | -3.2% |
| 30D | -2.6% | -9.7% | +7.1% | -1.9% |
| 3M | +14.9% | -23.7% | +38.6% | +16.9% |
| 6M | +2.3% | +26.5% | -24.2% | -1.7% |
| YTD | +17.8% | +57.5% | -39.7% | +10.4% |
| 1Y | +24.2% | +75.7% | -51.5% | +14.4% |
| 3Y | +84.7% | +19.5% | +65.3% | +76.6% |
| All | +107.2% | +82.7% | +24.5% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling