+3,344.5%
LITE vs SCCO
+869.2%
+2,475.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -0.3% |
| 7D | -13.9% | -1.8% | -12.1% | -12.6% |
| 30D | -46.9% | -17.8% | -29.2% | -41.3% |
| 3M | -28.0% | -12.5% | -15.5% | -22.7% |
| 6M | -35.2% | -4.1% | -31.2% | -33.1% |
| YTD | +58.9% | +25.5% | +33.4% | +43.5% |
| 1Y | +125.3% | +31.0% | +94.4% | +101.5% |
| 3Y | +1,344.4% | +178.7% | +1,165.7% | +847.8% |
| 5Y | +541.2% | +279.7% | +261.5% | +265.9% |
| 10Y | +1,587.5% | +691.4% | +896.1% | +632.3% |
| All | +3,344.5% | +869.2% | +2,475.4% | +1,284.9% |
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