+19.4%
LHX vs CCEP
+107.6%
-88.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.8% |
| 7D | -3.7% | -3.7% | 0.0% | -3.4% |
| 30D | -13.2% | -2.1% | -11.1% | -13.0% |
| 3M | -18.4% | +7.2% | -25.5% | -19.0% |
| 6M | -32.0% | +3.3% | -35.2% | -32.3% |
| YTD | -13.6% | +15.7% | -29.3% | -15.1% |
| 1Y | -6.0% | +16.6% | -22.5% | -7.7% |
| 3Y | +57.9% | +84.3% | -26.3% | +48.8% |
| All | +19.4% | +107.6% | -88.1% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling