+168.9%
LII vs SCCO
+681.3%
-512.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -2.3% | -2.4% | +0.1% | -1.7% |
| 30D | -1.7% | -16.5% | +14.8% | +2.7% |
| 3M | -18.3% | -10.4% | -7.9% | -16.8% |
| 6M | -32.3% | -2.8% | -29.6% | -33.1% |
| YTD | -27.1% | +27.2% | -54.3% | -34.0% |
| 1Y | -27.2% | +33.6% | -60.8% | -35.0% |
| 3Y | -8.9% | +182.4% | -191.3% | -36.3% |
| 5Y | +19.7% | +262.8% | -243.1% | -24.0% |
| 10Y | +168.9% | +724.4% | -555.5% | +32.3% |
| All | +168.9% | +681.3% | -512.4% | +32.3% |
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