+122.9%
CCEP vs LTH
+160.9%
-37.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -3.1% | -0.6% | -2.4% | -3.0% |
| 30D | -2.6% | -4.6% | +2.0% | -2.0% |
| 3M | +14.9% | +32.8% | -17.9% | +10.5% |
| 6M | +2.3% | +64.6% | -62.4% | -4.8% |
| YTD | +17.8% | +62.6% | -44.8% | +9.7% |
| 1Y | +24.2% | +49.9% | -25.7% | +16.7% |
| 3Y | +84.7% | +151.3% | -66.6% | +57.8% |
| All | +122.9% | +160.9% | -37.9% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling