+1,358.0%
LITE vs SCCO
+169.0%
+1,189.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -2.8% |
| 7D | +10.8% | -1.9% | +12.7% | +12.6% |
| 30D | -33.4% | -17.4% | -16.0% | -23.7% |
| 3M | -32.2% | -11.7% | -20.6% | -25.6% |
| 6M | -42.1% | -12.1% | -30.0% | -36.2% |
| YTD | +61.9% | +20.9% | +41.0% | +40.1% |
| 1Y | +163.0% | +31.3% | +131.6% | +117.5% |
| 3Y | +1,358.0% | +170.3% | +1,187.7% | +649.6% |
| All | +1,358.0% | +169.0% | +1,189.0% | +649.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling