+849.0%
CCEP vs LPLA
+1,060.6%
-211.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +2.6% | +4.1% | -1.6% | +1.6% |
| 30D | +15.1% | -9.0% | +24.2% | +17.1% |
| 3M | +7.3% | -17.6% | +24.9% | +11.3% |
| 6M | +23.4% | -8.8% | +32.2% | +24.7% |
| YTD | +29.4% | -17.0% | +46.4% | +32.4% |
| 1Y | +34.2% | -20.4% | +54.7% | +38.5% |
| 3Y | +108.4% | +35.4% | +72.9% | +81.8% |
| 5Y | +147.3% | +79.7% | +67.5% | +92.9% |
| 10Y | +301.3% | +915.0% | -613.6% | +103.1% |
| All | +849.0% | +1,060.6% | -211.6% | +314.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling