+190.4%
LMT vs CCEP
+342.6%
-152.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.6% |
| 7D | +5.1% | +2.1% | +3.0% | +4.6% |
| 30D | +14.1% | +10.6% | +3.5% | +11.6% |
| 3M | +0.3% | +10.3% | -10.0% | -1.9% |
| 6M | +16.1% | +31.1% | -15.0% | +9.1% |
| YTD | +25.5% | +32.1% | -6.7% | +17.3% |
| 1Y | +34.1% | +32.8% | +1.3% | +25.2% |
| 3Y | +45.1% | +111.3% | -66.3% | +19.9% |
| 5Y | +100.9% | +147.5% | -46.6% | +56.8% |
| All | +190.4% | +342.6% | -152.2% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling