+5,219.7%
LIN vs SCCO
+28,875.4%
-23,655.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.5% |
| 7D | +0.2% | -4.8% | +5.0% | +1.5% |
| 30D | +6.5% | -15.8% | +22.2% | +11.2% |
| 3M | +5.5% | -10.9% | +16.4% | +7.9% |
| 6M | +3.3% | -5.1% | +8.4% | +2.5% |
| YTD | +22.0% | +23.2% | -1.2% | +9.5% |
| 1Y | +25.7% | +30.7% | -5.0% | +10.6% |
| 3Y | +36.2% | +164.1% | -127.9% | -7.7% |
| 5Y | +66.1% | +271.3% | -205.3% | -1.7% |
| 10Y | +431.0% | +860.5% | -429.6% | +122.3% |
| All | +5,219.7% | +28,875.4% | -23,655.7% | +786.0% |
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