+3,406.8%
LITE vs SCCO
+901.4%
+2,505.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.2% | +5.5% | +8.2% |
| 7D | -12.9% | -0.9% | -12.0% | -12.0% |
| 30D | -46.0% | -15.0% | -30.9% | -41.2% |
| 3M | -33.0% | -9.1% | -23.9% | -29.3% |
| 6M | -34.0% | -0.9% | -33.2% | -33.0% |
| YTD | +61.7% | +29.7% | +32.1% | +43.9% |
| 1Y | +148.3% | +38.2% | +110.1% | +116.8% |
| 3Y | +1,408.5% | +191.5% | +1,217.0% | +870.6% |
| 5Y | +546.2% | +281.7% | +264.4% | +266.7% |
| 10Y | +1,533.3% | +830.3% | +703.0% | +604.7% |
| All | +3,406.8% | +901.4% | +2,505.5% | +1,288.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling