+1,172.1%
LITE vs SCCO
+162.8%
+1,009.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.5% | +4.9% |
| 7D | -35.9% | -4.8% | -31.1% | -33.5% |
| 30D | -51.5% | -15.8% | -35.8% | -45.2% |
| 3M | -35.7% | -10.9% | -24.8% | -30.0% |
| 6M | -43.0% | -5.1% | -37.9% | -40.3% |
| YTD | +46.1% | +23.2% | +22.9% | +24.4% |
| 1Y | +124.7% | +30.7% | +94.0% | +86.1% |
| 3Y | +1,172.1% | +164.1% | +1,008.0% | +556.3% |
| All | +1,172.1% | +162.8% | +1,009.3% | +556.3% |
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