+129.4%
LITE vs SCCO
+34.7%
+94.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.2% | +5.5% | +6.9% |
| 7D | -12.9% | -0.9% | -12.0% | -11.7% |
| 30D | -46.0% | -15.0% | -30.9% | -38.9% |
| 3M | -33.0% | -9.1% | -23.9% | -27.7% |
| 6M | -34.0% | -0.9% | -33.2% | -32.4% |
| YTD | +61.7% | +29.7% | +32.1% | +2.5% |
| All | +129.4% | +34.7% | +94.7% | +36.2% |
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