+1,568.0%
LITE vs SCCO
+701.7%
+866.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.2% |
| 7D | +22.6% | +1.7% | +20.8% | +21.8% |
| 30D | -36.8% | -18.1% | -18.7% | -28.9% |
| 3M | -33.0% | -12.8% | -20.2% | -27.2% |
| 6M | -37.1% | -8.5% | -28.6% | -33.2% |
| YTD | +69.5% | +23.9% | +45.6% | +50.7% |
| 1Y | +146.1% | +30.0% | +116.1% | +115.6% |
| 3Y | +1,440.8% | +175.2% | +1,265.6% | +827.2% |
| 5Y | +580.4% | +249.4% | +331.1% | +252.6% |
| All | +1,568.0% | +701.7% | +866.3% | +391.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling