+175.3%
LITE vs SCCO
+29.4%
+145.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -1.8% |
| 7D | +22.6% | +1.7% | +20.8% | +21.5% |
| 30D | -36.8% | -18.1% | -18.7% | -26.7% |
| 3M | -33.0% | -12.8% | -20.2% | -25.4% |
| 6M | -37.1% | -8.5% | -28.6% | -31.9% |
| YTD | +69.5% | +23.9% | +45.6% | +17.5% |
| All | +175.3% | +29.4% | +145.9% | +64.8% |
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