-32.0%
LII vs SCCO
+113.5%
-145.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | +0.5% | +2.4% | -2.0% | -0.1% |
| 30D | -11.2% | +6.4% | -17.6% | -12.8% |
| 3M | -28.8% | +21.6% | -50.4% | -32.5% |
| 6M | -26.9% | +13.4% | -40.3% | -30.6% |
| YTD | -22.2% | +52.6% | -74.8% | -32.0% |
| 1Y | -32.0% | +122.4% | -154.3% | -43.5% |
| All | -32.0% | +113.5% | -145.4% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling