+2,372.9%
LEN vs SCCO
+35,670.2%
-33,297.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.9% | -8.8% | -5.6% |
| 7D | -2.9% | +3.4% | -6.3% | -4.2% |
| 30D | -8.9% | +6.6% | -15.5% | -11.4% |
| 3M | -10.9% | +24.5% | -35.4% | -18.9% |
| 6M | -19.7% | +16.5% | -36.2% | -25.9% |
| YTD | -20.6% | +52.1% | -72.7% | -34.7% |
| 1Y | -42.4% | +114.2% | -156.6% | -58.9% |
| 3Y | -26.5% | +207.4% | -234.0% | -56.3% |
| 5Y | -10.9% | +353.7% | -364.7% | -56.4% |
| 10Y | +100.6% | +1,144.5% | -1,043.9% | -37.6% |
| All | +2,372.9% | +35,670.2% | -33,297.3% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling