-27.2%
LII vs SCCO
+32.2%
-59.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -2.3% | -2.4% | +0.1% | -1.8% |
| 30D | -1.7% | -16.5% | +14.8% | +1.9% |
| 3M | -18.3% | -10.4% | -7.9% | -17.2% |
| 6M | -32.3% | -2.8% | -29.6% | -33.5% |
| YTD | -27.1% | +27.2% | -54.3% | -39.5% |
| 1Y | -27.2% | +33.6% | -60.8% | -41.4% |
| All | -27.2% | +32.2% | -59.4% | -41.4% |
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