+1,668.5%
LITE vs SCCO
+193.6%
+1,474.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | -1.5% | -5.3% | +3.7% | +1.9% |
| 30D | +6.7% | +2.7% | +4.0% | +4.6% |
| 3M | -6.8% | +4.2% | -11.0% | -9.6% |
| 6M | +29.4% | -0.6% | +30.1% | +28.7% |
| YTD | +139.1% | +45.0% | +94.1% | +80.6% |
| 1Y | +521.0% | +109.3% | +411.7% | +279.7% |
| All | +1,668.5% | +193.6% | +1,474.9% | +709.0% |
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 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