+238.1%
CCEP vs LPLA
+1,198.0%
-959.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -3.7% | -1.5% | -2.1% | -3.3% |
| 30D | -2.1% | -6.0% | +3.9% | -0.7% |
| 3M | +7.2% | +21.4% | -14.2% | +2.2% |
| 6M | +3.3% | +12.1% | -8.8% | -0.1% |
| YTD | +15.7% | -1.8% | +17.5% | +14.7% |
| 1Y | +16.6% | +3.2% | +13.4% | +13.5% |
| 3Y | +84.3% | +45.9% | +38.3% | +57.3% |
| 5Y | +109.0% | +144.7% | -35.6% | +44.4% |
| 10Y | +238.1% | +1,222.4% | -984.3% | +67.4% |
| All | +238.1% | +1,198.0% | -959.8% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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