+8,184.6%
LHX vs CCEP
+7,713.8%
+470.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +4.8% | +2.1% | +2.7% | +4.3% |
| 30D | +14.7% | +10.6% | +4.1% | +12.1% |
| 3M | -5.1% | +10.3% | -15.5% | -7.3% |
| 6M | -9.9% | +31.1% | -41.0% | -15.3% |
| YTD | -6.1% | +32.1% | -38.2% | -12.1% |
| 1Y | -4.0% | +32.8% | -36.8% | -10.3% |
| 3Y | +56.9% | +111.3% | -54.4% | +31.6% |
| 5Y | +36.6% | +147.5% | -110.9% | +8.9% |
| 10Y | +217.5% | +338.1% | -120.6% | +118.4% |
| All | +8,184.6% | +7,713.8% | +470.8% | +2,774.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling