+1,135.7%
CCEP vs LII
+3,124.4%
-1,988.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.3% |
| 7D | -3.1% | -0.7% | -2.3% | -2.9% |
| 30D | -2.6% | -12.6% | +10.0% | 0.0% |
| 3M | +14.9% | -24.4% | +39.4% | +20.6% |
| 6M | +2.3% | -28.7% | +31.0% | +8.1% |
| YTD | +17.8% | -19.1% | +37.0% | +21.1% |
| 1Y | +24.2% | -29.7% | +53.9% | +31.0% |
| 3Y | +84.7% | +4.8% | +79.9% | +75.1% |
| 5Y | +103.2% | +24.6% | +78.6% | +82.9% |
| 10Y | +257.4% | +169.2% | +88.2% | +171.1% |
| All | +1,135.7% | +3,124.4% | -1,988.6% | +540.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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