+7,679.3%
LHX vs CCEP
+6,921.7%
+757.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -2.5% | -1.0% | -1.5% | -2.3% |
| 30D | -10.4% | -1.6% | -8.8% | -10.1% |
| 3M | -14.9% | +11.9% | -26.8% | -17.1% |
| 6M | -29.6% | +7.5% | -37.1% | -30.9% |
| YTD | -11.8% | +18.7% | -30.5% | -15.4% |
| 1Y | -5.1% | +21.4% | -26.5% | -9.5% |
| 3Y | +61.3% | +89.1% | -27.8% | +38.5% |
| 5Y | +22.4% | +108.7% | -86.3% | +1.2% |
| 10Y | +232.2% | +241.0% | -8.7% | +140.9% |
| All | +7,679.3% | +6,921.7% | +757.6% | +2,665.7% |
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