+124.6%
CCEP vs LTH
+156.3%
-31.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.0% |
| 7D | -1.0% | +1.5% | -2.5% | -1.2% |
| 30D | -1.6% | -3.1% | +1.5% | -1.2% |
| 3M | +11.9% | +28.1% | -16.3% | +8.1% |
| 6M | +7.5% | +67.4% | -60.0% | -0.2% |
| YTD | +18.7% | +59.8% | -41.1% | +10.8% |
| 1Y | +21.4% | +45.6% | -24.2% | +14.6% |
| 3Y | +89.1% | +162.0% | -72.9% | +60.2% |
| All | +124.6% | +156.3% | -31.7% | +75.2% |
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