+144.8%
CCEP vs LTH
+184.4%
-39.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | +2.6% | +4.5% | -1.9% | +2.0% |
| 30D | +15.1% | +16.3% | -1.2% | +12.8% |
| 3M | +7.3% | +8.4% | -1.1% | +6.0% |
| 6M | +23.4% | +40.3% | -16.9% | +17.7% |
| YTD | +29.4% | +77.3% | -47.9% | +19.0% |
| 1Y | +34.2% | +88.0% | -53.7% | +22.4% |
| 3Y | +108.4% | +274.3% | -165.9% | +67.4% |
| 5Y | +147.3% | +142.9% | +4.4% | +94.2% |
| All | +144.8% | +184.4% | -39.6% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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