+171.4%
LII vs SCCO
+1,159.3%
-987.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | +0.5% | +2.4% | -2.0% | -0.2% |
| 30D | -11.2% | +6.4% | -17.6% | -13.0% |
| 3M | -28.8% | +21.6% | -50.4% | -32.9% |
| 6M | -26.9% | +13.4% | -40.3% | -30.3% |
| YTD | -22.2% | +52.6% | -74.8% | -32.2% |
| 1Y | -32.0% | +122.4% | -154.3% | -46.7% |
| 3Y | -0.4% | +208.5% | -208.9% | -30.7% |
| 5Y | +22.4% | +353.9% | -331.5% | -25.3% |
| 10Y | +171.4% | +1,187.3% | -1,015.8% | +31.5% |
| All | +171.4% | +1,159.3% | -987.9% | +31.5% |
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