+3,188.9%
LII vs SCCO
+30,731.8%
-27,542.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.3% |
| 7D | -0.7% | -5.3% | +4.5% | +0.8% |
| 30D | -12.6% | +2.7% | -15.3% | -13.6% |
| 3M | -24.4% | +4.2% | -28.6% | -26.1% |
| 6M | -28.7% | -0.6% | -28.1% | -29.7% |
| YTD | -19.1% | +45.0% | -64.1% | -29.4% |
| 1Y | -29.7% | +109.3% | -139.0% | -45.2% |
| 3Y | +4.8% | +180.8% | -176.0% | -27.5% |
| 5Y | +24.6% | +314.3% | -289.7% | -25.7% |
| 10Y | +169.2% | +1,083.3% | -914.1% | +9.5% |
| All | +3,188.9% | +30,731.8% | -27,542.9% | +417.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling