+28.7%
CCEP vs LTH
+77.7%
-49.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.3% |
| 7D | -0.3% | -4.6% | +4.3% | +0.2% |
| 30D | +11.0% | +14.8% | -3.9% | +9.2% |
| 3M | +9.2% | +3.9% | +5.3% | +8.7% |
| 6M | +27.2% | +35.5% | -8.3% | +23.0% |
| YTD | +30.3% | +71.3% | -41.0% | +21.0% |
| 1Y | +28.7% | +75.7% | -47.0% | +18.8% |
| All | +28.7% | +77.7% | -49.0% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling