+12,961.6%
LMT vs CCEP
+7,646.6%
+5,315.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.5% | +2.5% |
| 7D | -5.6% | +5.4% | -11.0% | -6.5% |
| 30D | +18.4% | +12.8% | +5.6% | +16.0% |
| 3M | +0.6% | +10.9% | -10.3% | -1.1% |
| 6M | +20.6% | +25.6% | -5.0% | +16.0% |
| YTD | +27.0% | +31.0% | -4.0% | +21.0% |
| 1Y | +36.9% | +32.3% | +4.6% | +30.2% |
| 3Y | +46.9% | +110.5% | -63.7% | +28.6% |
| 5Y | +104.2% | +141.8% | -37.6% | +72.7% |
| 10Y | +205.2% | +341.1% | -135.9% | +130.4% |
| All | +12,961.6% | +7,646.6% | +5,315.0% | +6,414.0% |
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 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