+232.7%
LITE vs SCCO
+43.0%
+189.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.9% | -9.8% | -9.2% |
| 7D | -31.4% | -7.9% | -23.5% | -27.4% |
| 30D | -42.6% | -13.0% | -29.6% | -36.4% |
| 3M | -26.2% | -6.9% | -19.3% | -22.2% |
| 6M | -35.8% | +11.0% | -46.8% | -39.7% |
| YTD | +70.0% | +30.3% | +39.8% | -4.7% |
| 1Y | +232.7% | +45.0% | +187.8% | +45.5% |
| All | +232.7% | +43.0% | +189.8% | +45.5% |
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