+103.0%
LEN vs SCCO
+1,104.1%
-1,001.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -4.8% | -2.7% | -2.1% | -4.1% |
| 30D | -6.6% | -0.7% | -5.9% | -6.8% |
| 3M | -15.7% | +8.1% | -23.8% | -18.8% |
| 6M | -16.6% | +4.1% | -20.7% | -19.5% |
| YTD | -21.3% | +41.1% | -62.5% | -32.7% |
| 1Y | -42.0% | +95.6% | -137.6% | -56.3% |
| 3Y | -27.9% | +179.3% | -207.2% | -54.7% |
| 5Y | -10.7% | +308.3% | -319.0% | -54.1% |
| All | +103.0% | +1,104.1% | -1,001.0% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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