+148.5%
CCEP vs LTH
+186.8%
-38.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +12.2% | +17.7% | -5.5% | +9.7% |
| 3M | +10.7% | +8.5% | +2.2% | +9.3% |
| 6M | +27.5% | +46.9% | -19.5% | +20.8% |
| YTD | +31.3% | +78.8% | -47.4% | +20.7% |
| 1Y | +29.9% | +84.9% | -55.0% | +18.7% |
| 3Y | +111.1% | +246.4% | -135.3% | +72.0% |
| 5Y | +142.3% | +129.6% | +12.8% | +92.7% |
| All | +148.5% | +186.8% | -38.3% | +90.8% |
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