+189.0%
LMT vs CCEP
+236.5%
-47.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -0.5% | -5.7% | +5.2% | +0.7% |
| 30D | -10.8% | -3.4% | -7.4% | -10.1% |
| 3M | +1.6% | +5.5% | -3.9% | +0.3% |
| 6M | -17.6% | +2.2% | -19.8% | -18.2% |
| YTD | +11.6% | +14.6% | -3.1% | +7.8% |
| 1Y | +17.2% | +18.9% | -1.7% | +12.2% |
| 3Y | +35.7% | +82.6% | -46.9% | +16.5% |
| 5Y | +75.2% | +107.0% | -31.8% | +43.6% |
| All | +189.0% | +236.5% | -47.5% | +111.0% |
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