+147.7%
CCEP vs LTH
+183.0%
-35.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +1.7% | +7.0% | -5.4% | +0.7% |
| 30D | +12.7% | +15.4% | -2.7% | +10.5% |
| 3M | +8.5% | +7.0% | +1.5% | +7.4% |
| 6M | +25.6% | +46.9% | -21.3% | +19.0% |
| YTD | +30.9% | +76.4% | -45.5% | +20.5% |
| 1Y | +32.0% | +83.7% | -51.8% | +20.7% |
| 3Y | +110.9% | +248.9% | -138.0% | +71.5% |
| 5Y | +138.5% | +141.8% | -3.4% | +87.5% |
| All | +147.7% | +183.0% | -35.3% | +90.5% |
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