+1,270.5%
CCEP vs LII
+2,790.7%
-1,520.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.8% |
| 7D | +5.7% | +0.2% | +5.5% | +5.7% |
| 30D | +15.3% | -4.6% | +19.9% | +16.2% |
| 3M | +8.0% | -21.7% | +29.7% | +13.2% |
| 6M | +26.7% | -32.8% | +59.5% | +35.8% |
| YTD | +30.7% | -27.5% | +58.2% | +37.1% |
| 1Y | +36.5% | -28.0% | +64.5% | +43.3% |
| 3Y | +111.1% | -7.2% | +118.4% | +105.1% |
| 5Y | +149.7% | +22.6% | +127.1% | +125.0% |
| 10Y | +305.3% | +171.5% | +133.8% | +207.1% |
| All | +1,270.5% | +2,790.7% | -1,520.2% | +624.7% |
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