-11.1%
LHX vs CCEP
+18.3%
-29.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.3% | -2.8% | -1.4% | -4.0% |
| 30D | -15.1% | -4.0% | -11.1% | -14.8% |
| 3M | -21.0% | +5.2% | -26.2% | -21.6% |
| 6M | -32.0% | +2.7% | -34.7% | -32.8% |
| YTD | -15.3% | +14.5% | -29.8% | -17.1% |
| 1Y | -11.1% | +17.2% | -28.2% | -13.6% |
| All | -11.1% | +18.3% | -29.3% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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