-26.2%
LII vs SCCO
+27.6%
-53.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.2% |
| 7D | -0.2% | +1.7% | -1.9% | -0.6% |
| 30D | -0.6% | -18.1% | +17.5% | +3.4% |
| 3M | -17.0% | -12.8% | -4.2% | -15.4% |
| 6M | -31.1% | -8.5% | -22.7% | -31.3% |
| YTD | -27.7% | +23.9% | -51.6% | -39.6% |
| 1Y | -26.2% | +30.0% | -56.1% | -40.1% |
| All | -26.2% | +27.6% | -53.8% | -40.1% |
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